Form NPORT-P LEGG MASON PARTNERS VARI For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0000874835
          XXXXXXXX
        
      
      
      
      
        S000016930
        C000047111
        C000154792
      
      
    
  
  
    
      Legg Mason Partners Variable Income Trust
      811-06310
      0000874835
      549300HMB5WZ1N3QY685
      620 Eighth Avenue
      47th Floor
      New York
      
      10018
      1-877-721-1926
      Western Asset Core Plus VIT Portfolio
      S000016930
      549300ZKZMJ585OXJ739
      2022-12-31
      2022-06-30
      N
    
    
      376748075.17
      54532902.78
      322215172.39
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      8164128.65000000
      27337726.62000000
      0.00000000
      8192658.47000000
      
        
          EUR
          
          
        
        
          MXN
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140F5CP6
        
          
        
        35797.52000000
        PA
        USD
        35014.93000000
        0.010866940169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        549300TPZNMN50BJ3745
        
        16117LBX6
        
          
          
        
        38997.49700000
        PA
        USD
        37277.51000000
        0.011569135532
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-01
          Floating
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WXL7
        
          
        
        887369.03000000
        PA
        USD
        863886.34000000
        0.268108523131
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DF9
        
          
          
        
        140000.00000000
        PA
        USD
        143838.80000000
        0.044640604268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YBF1
        
          
          
        
        170000.00000000
        PA
        USD
        125866.43000000
        0.039062850165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WJWF1
        
          
        
        742973.07000000
        PA
        USD
        704331.56000000
        0.218590439045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AF4
        
          
          
        
        20000.00000000
        PA
        USD
        10880.90000000
        0.003376904917
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022675
        
          
        
        3800000.00000000
        PA
        USD
        3418515.64000000
        1.060941859020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SL3
        
          
          
        
        880000.00000000
        PA
        USD
        682343.75000000
        0.211766486642
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -37.00000000
        NC
        USD
        -28617.21000000
        -0.00888139741
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -18564.01000000
          
        
        
          N
          N
          N
        
      
      
        XPO LOGISTICS INC
        54930096DB9LCLPN7H13
        
        983793AH3
        
          
          
        
        10000.00000000
        PA
        USD
        9941.80000000
        0.003085453712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBRQ5
        
          
        
        86959.02000000
        PA
        USD
        81694.50000000
        0.025354020232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179T7L3
        
          
        
        124678.24000000
        PA
        USD
        126953.04000000
        0.039400081336
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMZJ7
        
          
        
        95162.70000000
        PA
        USD
        83262.87000000
        0.025840766399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAX3
        
          
          
        
        840000.00000000
        PA
        USD
        673277.09000000
        0.208952634044
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        
        878091BD8
        
          
          
        
        360000.00000000
        PA
        USD
        345986.34000000
        0.107377420322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        
        000000000
        
          
          
        
        13890000.00000000
        PA
        
        2141411.63000000
        0.664590563540
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2029-05-23
          Fixed
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFU74
        
          
        
        293668.54000000
        PA
        USD
        265330.74000000
        0.082345824385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DJ6
        
          
          
        
        400000.00000000
        PA
        USD
        374546.60000000
        0.116241143215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBJ9
        
          
          
        
        3560000.00000000
        PA
        USD
        3136137.50000000
        0.973305346467
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAF8
        
          
          
        
        60000.00000000
        PA
        USD
        59780.20000000
        0.018552881776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KNJF1
        
          
        
        96354.94000000
        PA
        USD
        87682.85000000
        0.027212514342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXC89
        
          
        
        89169.07000000
        PA
        USD
        12569.90000000
        0.003901088799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -17.00000000
        NC
        USD
        -17542.71000000
        -0.00544440842
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -2339082.29000000
            USD
            -17542.71000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KPFT0
        
          
        
        99408.02000000
        PA
        USD
        96142.17000000
        0.029837877989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        
        65412JAC7
        
          
          
        
        200000.00000000
        PA
        USD
        152904.00000000
        0.047454003753
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2027-11-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -38.00000000
        NC
        USD
        -14843.76000000
        -0.00460678492
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.00000000
            USD
            2022-07-22
            XXXX
            7949.90000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBN5
        
          
          
        
        40000.00000000
        PA
        USD
        29395.76000000
        0.009123021669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHC6
        
          
          
        
        323000.00000000
        PA
        USD
        322021.72000000
        0.099939961737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B1TH4
        
          
        
        98929.72000000
        PA
        USD
        86281.42000000
        0.026777578274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFBC4
        
          
        
        97155.57000000
        PA
        USD
        91798.63000000
        0.028489853323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Franklin Mtg Loan Asset
        N/A
        
        32028GAE5
        
          
          
        
        166096.69000000
        PA
        USD
        163597.27000000
        0.050772677396
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          1.78357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36264YAA8
        
          
        
        290000.00000000
        PA
        USD
        280310.58000000
        0.086994841962
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-05-15
          Floating
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AK3
        
          
          
        
        90000.00000000
        PA
        USD
        48150.00000000
        0.014943430392
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXF98
        
          
        
        40967.90000000
        PA
        USD
        40903.99000000
        0.012694619467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AU5
        
          
          
        
        160000.00000000
        PA
        USD
        142151.33000000
        0.044116895224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.26800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541XAF7
        
          
        
        190000.00000000
        PA
        USD
        183270.66000000
        0.056878345808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          3.43500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGL8
        
          
          
        
        60000.00000000
        PA
        USD
        59390.34000000
        0.018431888094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RealPage Inc
        5493001RSFZX4122A604
        
        75605VAD4
        
          
          
        
        208950.00100000
        PA
        USD
        193713.37000000
        0.060119257750
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-24
          Floating
          4.05957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -3.00000000
        NC
        USD
        -2320.31000000
        -0.00072011196
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -333.31000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNA37
        
          
        
        97230.80000000
        PA
        USD
        87616.30000000
        0.027191860442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78449UAB4
        
          
        
        171340.98000000
        PA
        USD
        163663.48000000
        0.050793225777
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAC4
        
          
          
        
        10000.00000000
        PA
        USD
        9966.39000000
        0.003093085259
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0TF6
        
          
        
        670000.00000000
        PA
        USD
        641431.33000000
        0.199069250911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-25
          Floating
          6.22357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YAZ8
        
          
          
        
        50000.00000000
        PA
        USD
        41587.43000000
        0.012906726176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-24
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CBT0
        
          
        
        45795.05000000
        PA
        USD
        42078.69000000
        0.013059189512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617WHHM0
        
          
        
        66608.85000000
        PA
        USD
        63247.32000000
        0.019628908077
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAQ6
        
          
          
        
        350000.00000000
        PA
        USD
        294230.48000000
        0.091314905445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        37190000.00000000
        PA
        
        60856.36000000
        0.018886869773
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2039-03-16
          Fixed
          7.70000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBQ2
        
          
          
        
        110000.00000000
        PA
        USD
        91928.39000000
        0.028530124549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411BA2
        
          
          
        
        10000.00000000
        PA
        USD
        7806.39000000
        0.002422725764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAM7
        
          
          
        
        200000.00000000
        PA
        USD
        145987.00000000
        0.045307301613
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-03-08
          Variable
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKK4
        
          
          
        
        100000.00000000
        PA
        USD
        85284.03000000
        0.026468036674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BM1
        
          
          
        
        70000.00000000
        PA
        USD
        68854.65000000
        0.021369152013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-25
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932LAG2
        
          
          
        
        60000.00000000
        PA
        USD
        53083.20000000
        0.016474456992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BS2
        
          
          
        
        40000.00000000
        PA
        USD
        33188.11000000
        0.010299983627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        50.00000000
        NC
        USD
        14062.50000000
        0.004364319623
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            116.50000000
            USD
            2022-07-22
            XXXX
            -31492.75000000
          
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764BL3
        
          
          
        
        30000.00000000
        PA
        USD
        29291.41000000
        0.009090636478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-16
          Fixed
          2.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X6PV1
        
          
        
        29243.84000000
        PA
        USD
        27936.92000000
        0.008670268315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBD0
        
          
          
        
        10000.00000000
        PA
        USD
        9605.68000000
        0.002981138327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PCP5
        
          
          
        
        40000.00000000
        PA
        USD
        40001.83000000
        0.012414632651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042681
        
          
        
        -500000.00000000
        PA
        USD
        -500957.03000000
        -0.15547282466
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650BZ2
        
          
          
        
        60000.00000000
        PA
        USD
        59980.69000000
        0.018615104172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BT2
        
          
          
        
        400000.00000000
        PA
        USD
        282764.82000000
        0.087756519316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-03
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFE9
        
          
          
        
        60000.00000000
        PA
        USD
        54614.34000000
        0.016949648768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14177.01000000
        -0.00439985798
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -11922000.00000000
            MXN
            576641.08000000
            USD
            2022-07-19
            -14177.01000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178WDM8
        
          
        
        50149.36000000
        PA
        USD
        48034.60000000
        0.014907615815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833DT4
        
          
          
        
        290000.00000000
        PA
        USD
        272594.32000000
        0.084600088188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Outdoors Group LLC
        549300IYLDI2E8I2AU46
        
        07014QAN1
        
          
          
        
        59103.36500000
        PA
        USD
        54064.80000000
        0.016779098140
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-06
          Floating
          5.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Froneri US Inc
        N/A
        
        000000000
        
          
          
        
        88200.00000000
        PA
        USD
        81401.54000000
        0.025263099622
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-29
          Floating
          3.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281AAS8
        
          
          
        
        40000.00000000
        PA
        USD
        39086.40000000
        0.012130527470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBC0
        
          
          
        
        200000.00000000
        PA
        USD
        199163.22000000
        0.061810627514
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-01-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACB9
        
          
          
        
        50000.00000000
        PA
        USD
        42124.89000000
        0.013073527757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BL7
        
          
          
        
        10000.00000000
        PA
        USD
        8534.41000000
        0.002648667949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        43880000.00000000
        PA
        
        71803.64000000
        0.022284375831
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2030-04-10
          Fixed
          7.65000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAP4
        
          
          
        
        10000.00000000
        PA
        USD
        8692.86000000
        0.002697843163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FNWZ9
        
          
        
        1022730.55000000
        PA
        USD
        41751.54000000
        0.012957657980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Variable
          1.43156000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52475XAA2
        
          
        
        108435.66000000
        PA
        USD
        101536.17000000
        0.031511914614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-07-25
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON CORP
        0NZWDMRCE180888QQE14
        
        278062AE4
        
          
          
        
        20000.00000000
        PA
        USD
        17987.75000000
        0.005582527311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-02
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19064.21000000
        -0.00591660841
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -637169.49000000
            USD
            9210309450.00000000
            IDR
            2022-07-19
            -19064.21000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBK82
        
          
        
        181523.56000000
        PA
        USD
        164305.43000000
        0.050992455998
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        
        85207UAJ4
        
          
          
        
        40000.00000000
        PA
        USD
        41768.91000000
        0.012963048788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJB6
        
          
          
        
        290000.00000000
        PA
        USD
        246210.52000000
        0.076411833177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BF2
        
          
          
        
        80000.00000000
        PA
        USD
        75987.61000000
        0.023582877688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHJL2
        
          
        
        794975.58000000
        PA
        USD
        789780.66000000
        0.245109705462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418B6J0
        
          
        
        114682.78000000
        PA
        USD
        112670.99000000
        0.034967624014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBZ5
        
          
          
        
        40000.00000000
        PA
        USD
        31726.32000000
        0.009846314735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-31
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBL6
        
          
          
        
        240000.00000000
        PA
        USD
        180993.84000000
        0.056171731038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9TA3
        
          
        
        77026.24000000
        PA
        USD
        69450.85000000
        0.021554183648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CF1
        
          
          
        
        30000.00000000
        PA
        USD
        29456.68000000
        0.009141928290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-13
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AQ4
        
          
          
        
        70000.00000000
        PA
        USD
        55245.75000000
        0.017145607883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810ST6
        
          
          
        
        240000.00000000
        PA
        USD
        172940.63000000
        0.053672404287
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        
        68245XAP4
        
          
          
        
        30000.00000000
        PA
        USD
        25447.80000000
        0.007897765897
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        41430000.00000000
        PA
        
        1802507.34000000
        0.559411068892
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2042-11-13
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QFB32
        
          
        
        84416.19000000
        PA
        USD
        76978.92000000
        0.023890532351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CD4
        
          
          
        
        8000.00000000
        PA
        USD
        5748.31000000
        0.001783997307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          2.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        549300TPZNMN50BJ3745
        
        16117LBW8
        
          
          
        
        296615.58460000
        PA
        USD
        289725.20000000
        0.089916684509
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-30
          Floating
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        
        22535WAG2
        
          
          
        
        250000.00000000
        PA
        USD
        230257.35000000
        0.071460741060
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Fixed
          1.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        
        35565KAH1
        
          
        
        126731.27000000
        PA
        USD
        125571.82000000
        0.038971417475
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Floating
          3.47357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12651QAS8
        
          
        
        714000.00000000
        PA
        USD
        635928.74000000
        0.197361513203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-15
          Floating
          6.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAK8
        
          
          
        
        300000.00000000
        PA
        USD
        226551.00000000
        0.070310469342
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AP3N0
        
          
        
        126974.81000000
        PA
        USD
        120626.74000000
        0.037436703897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DYB2
        
          
        
        889057.19000000
        PA
        USD
        773150.95000000
        0.239948648061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        28368EAE6
        
          
          
        
        60000.00000000
        PA
        USD
        70073.22000000
        0.021747337184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAJ9
        
          
          
        
        380000.00000000
        PA
        USD
        357870.85000000
        0.111065797226
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGDV8
        
          
        
        195891.30000000
        PA
        USD
        170844.76000000
        0.053021947642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -88.00000000
        NC
        USD
        69746.26000000
        0.021645864619
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -11278746.26000000
            USD
            69746.26000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WKPD4
        
          
        
        245097.26000000
        PA
        USD
        232711.07000000
        0.072222257032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMTH8
        
          
        
        88842.06000000
        PA
        USD
        77484.73000000
        0.024047511302
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAB7
        
          
        
        289351.88000000
        PA
        USD
        281475.61000000
        0.087356410907
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Floating
          2.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MUZL7
        
          
        
        100000.00000000
        PA
        USD
        100689.09000000
        0.031249021966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TG3
        
          
          
        
        2060000.00000000
        PA
        USD
        1946217.18000000
        0.604011650216
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LifePoint Health Inc
        549300G8ZVHRTBBBSZ90
        
        75915TAD4
        
          
          
        
        118784.95690000
        PA
        USD
        111166.09000000
        0.034500575865
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-16
          Floating
          4.80957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EX7
        
          
          
        
        120000.00000000
        PA
        USD
        111845.75000000
        0.034711509445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-28
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDK4
        
          
          
        
        790000.00000000
        PA
        USD
        731598.63000000
        0.227052818330
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AC7M7
        
          
        
        49617.30000000
        PA
        USD
        49137.78000000
        0.015249989513
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Variable
          3.45581000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        
        166756AS5
        
          
          
        
        10000.00000000
        PA
        USD
        9501.54000000
        0.002948818309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United AirLines Inc
        K1OQBWM7XEOO08LDNP29
        
        90932RAJ3
        
          
          
        
        158400.00000000
        PA
        USD
        147906.79000000
        0.045903111545
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          5.39157000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BV7
        
          
          
        
        10000.00000000
        PA
        USD
        10012.67000000
        0.003107448332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFAQ4
        
          
        
        84735.50000000
        PA
        USD
        82866.14000000
        0.025717640601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617BFM90
        
          
        
        343327.80000000
        PA
        USD
        339277.45000000
        0.105295305457
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032688
        
          
        
        600000.00000000
        PA
        USD
        582328.13000000
        0.180726477180
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1UQ6
        
          
        
        88381.09000000
        PA
        USD
        77074.91000000
        0.023920323002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AN1
        
          
          
        
        40000.00000000
        PA
        USD
        39529.80000000
        0.012268137377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCK5
        
          
          
        
        10000.00000000
        PA
        USD
        8714.56000000
        0.002704577793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        
        000000000
        
          
        
        49375.00000000
        PA
        USD
        46999.08000000
        0.014586240508
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-22
          Floating
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        
        651229AV8
        
          
          
        
        47000.00000000
        PA
        USD
        46665.83000000
        0.014482815831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Variable
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANONE SA
        969500KMUQ2B6CBAF162
        
        23636TAD2
        
          
          
        
        220000.00000000
        PA
        USD
        217545.28000000
        0.067515529571
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-11-02
          Fixed
          2.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFM6
        
          
          
        
        130000.00000000
        PA
        USD
        129578.05000000
        0.040214757436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHQ5
        
          
          
        
        110000.00000000
        PA
        USD
        104035.66000000
        0.032287635379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triumph Rail LLC
        N/A
        
        89683LAA8
        
          
        
        106460.45000000
        PA
        USD
        95553.43000000
        0.029655161577
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-19
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARDIAN LIFE GLOB FUND
        635400NHILJ5JEKILC36
        
        40139LAG8
        
          
          
        
        30000.00000000
        PA
        USD
        27723.26000000
        0.008603958589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AH1
        
          
          
        
        130000.00000000
        PA
        USD
        130127.86000000
        0.040385391859
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XA7H9
        
          
        
        90747.04000000
        PA
        USD
        81905.29000000
        0.025419439250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCS8
        
          
          
        
        180000.00000000
        PA
        USD
        180964.78000000
        0.056162712220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAJ6
        
          
          
        
        40000.00000000
        PA
        USD
        34776.49000000
        0.010792939929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            133.00000000
            USD
            2022-07-01
            XXXX
            1305.58000000
          
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
          
        
        90000.00000000
        PA
        USD
        87534.99000000
        0.027166625752
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCAD HOLDINGS I LIMITED
        N/A
        
        000000000
        
          
        
        108106087.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KL6J1
        
          
        
        92378.20000000
        PA
        USD
        80597.03000000
        0.025013418642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCB5
        
          
          
        
        1740000.00000000
        PA
        USD
        1555125.00000000
        0.482635559481
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Foods Inc
        5493000JOOFAOUY1JZ87
        
        90351HAD0
        
          
          
        
        9402.71790000
        PA
        USD
        8886.79000000
        0.002758029652
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-14
          Floating
          3.57486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAL7
        
          
          
        
        520000.00000000
        PA
        USD
        465243.90000000
        0.144389196991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BAS21
        
          
        
        104077.61000000
        PA
        USD
        72374.94000000
        0.022461679710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        
        002824BH2
        
          
          
        
        40000.00000000
        PA
        USD
        42026.51000000
        0.013042995364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-30
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3XG7
        
          
        
        98318.06000000
        PA
        USD
        89122.99000000
        0.027659464121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KU4
        
          
          
        
        170000.00000000
        PA
        USD
        163245.28000000
        0.050663436730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-25
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DQ7
        
          
          
        
        40000.00000000
        PA
        USD
        38177.48000000
        0.011848442677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABYM8
        
          
        
        100000.00000000
        PA
        USD
        97232.12000000
        0.030176145734
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAE5
        
          
          
        
        110000.00000000
        PA
        USD
        99752.47000000
        0.030958340434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCN1
        
          
          
        
        230000.00000000
        PA
        USD
        187009.55000000
        0.058038716368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBQ4
        
          
          
        
        20000.00000000
        PA
        USD
        19120.10000000
        0.005933953965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trus
        N/A
        
        10569EAA9
        
          
        
        52872.68000000
        PA
        USD
        50880.88000000
        0.015790963418
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        
        058498AX4
        
          
          
        
        80000.00000000
        PA
        USD
        64665.60000000
        0.020069073569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AS0
        
          
          
        
        120000.00000000
        PA
        USD
        113025.60000000
        0.035077677801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDU2
        
          
          
        
        27000.00000000
        PA
        USD
        18817.14000000
        0.005839929839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-11-01
          Fixed
          2.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BV0
        
          
          
        
        68000.00000000
        PA
        USD
        67346.93000000
        0.020901228672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERVZ0
        
          
        
        298821.24000000
        PA
        USD
        283379.19000000
        0.087947190040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        
        771196BY7
        
          
          
        
        200000.00000000
        PA
        USD
        145505.45000000
        0.045157851792
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-12-13
          Fixed
          2.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2L6
        
          
          
        
        260000.00000000
        PA
        USD
        254528.16000000
        0.078993226207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-04
          Fixed
          4.47800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KPV5
        
          
        
        490000.00000000
        PA
        USD
        440902.25000000
        0.136834726536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          2.77566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        
        67181DAA9
        
          
        
        213925.41000000
        PA
        USD
        196001.09000000
        0.060829255353
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BM5
        
          
          
        
        240000.00000000
        PA
        USD
        213704.28000000
        0.066323469008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLWQ6
        
          
        
        284439.93000000
        PA
        USD
        248079.09000000
        0.076991746900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        
        16411QAL5
        
          
          
        
        120000.00000000
        PA
        USD
        94764.60000000
        0.029410346911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BN3
        
          
          
        
        210000.00000000
        PA
        USD
        164253.04000000
        0.050976196676
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448ER5
        
          
          
        
        10000.00000000
        PA
        USD
        9603.58000000
        0.002980486588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-19
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDBN5
        
          
        
        88780.31000000
        PA
        USD
        83688.56000000
        0.025972879979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CN3
        
          
          
        
        50000.00000000
        PA
        USD
        39034.40000000
        0.012114389186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCH2
        
          
          
        
        1180000.00000000
        PA
        USD
        1061677.34000000
        0.329493279948
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        262.00000000
        NC
        USD
        308414.75000000
        0.095717016586
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            29101085.25000000
            USD
            308414.75000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHD36
        
          
        
        83234.44000000
        PA
        USD
        75335.69000000
        0.023380553262
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDD3
        
          
          
        
        290000.00000000
        PA
        USD
        274533.47000000
        0.085201906528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        
        80282KAE6
        
          
          
        
        70000.00000000
        PA
        USD
        69414.64000000
        0.021542945816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-17
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGDU0
        
          
        
        98197.54000000
        PA
        USD
        85641.92000000
        0.026579108415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AG2
        
          
          
        
        400000.00000000
        PA
        USD
        378270.26000000
        0.117396787120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DND34
        
          
        
        199477.13000000
        PA
        USD
        198112.83000000
        0.061484637278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAY2
        
          
          
        
        220000.00000000
        PA
        USD
        219407.50000000
        0.068093472561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          4.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7D68
        
          
        
        304037.80000000
        PA
        USD
        298017.65000000
        0.092490259781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBLK4
        
          
        
        176055.78000000
        PA
        USD
        165423.33000000
        0.051339398071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZZ4
        
          
          
        
        100000.00000000
        PA
        USD
        100109.50000000
        0.031069145272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95000TBV7
        
          
        
        1892769.02000000
        PA
        USD
        82498.04000000
        0.025603400171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-15
          Variable
          1.33446800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACP8
        
          
          
        
        490000.00000000
        PA
        USD
        411695.84000000
        0.127770469945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558AZ6
        
          
          
        
        50000.00000000
        PA
        USD
        49457.24000000
        0.015349134441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AJ8
        
          
          
        
        590000.00000000
        PA
        USD
        402675.00000000
        0.124970837658
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDXA1
        
          
        
        775765.82000000
        PA
        USD
        131958.23000000
        0.040953450149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L6AY0
        
          
        
        92107.27000000
        PA
        USD
        83018.00000000
        0.025764770598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9AZ8
        
          
        
        165406.43000000
        PA
        USD
        150047.86000000
        0.046567596084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBH3
        
          
          
        
        1530000.00000000
        PA
        USD
        1391373.63000000
        0.431815056901
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNHH9
        
          
        
        400000.00000000
        PA
        USD
        395679.83000000
        0.122799875333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBS0
        
          
          
        
        150000.00000000
        PA
        USD
        137015.63000000
        0.042523022421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entain Holdings (Gibraltar) Limited
        N/A
        
        000000000
        
          
        
        49500.00000000
        PA
        USD
        47656.13000000
        0.014790157039
        Long
        LON
        CORP
        GI
        N
        
        2
        
          2027-03-29
          Floating
          3.74271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BB4
        
          
          
        
        420000.00000000
        PA
        USD
        411250.65000000
        0.127632304509
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ali Group SRL
        N/A
        
        000000000
        
          
        
        500000.00000000
        PA
        USD
        479500.00000000
        0.148813600689
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-13
          Floating
          3.61230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BR4
        
          
          
        
        100000.00000000
        PA
        USD
        96359.56000000
        0.029905345327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-30
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148LAC0
        
          
          
        
        190000.00000000
        PA
        USD
        187409.39000000
        0.058162807359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ineos US Petrochem LLC
        N/A
        
        000000000
        
          
        
        59100.59980000
        PA
        USD
        55942.26000000
        0.017361770889
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-29
          Floating
          4.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFY88
        
          
        
        196484.91000000
        PA
        USD
        171324.35000000
        0.053170789174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBE9
        
          
          
        
        190000.00000000
        PA
        USD
        186771.04000000
        0.057964694404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31352DC24
        
          
        
        26154.02000000
        PA
        USD
        1133.76000000
        0.000351864250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-15
          Variable
          1.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAN3
        
          
          
        
        30000.00000000
        PA
        USD
        27253.03000000
        0.008458021947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        57490000.00000000
        PA
        
        2551690.17000000
        0.791921172138
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-11-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MBF9
        
          
          
        
        40000.00000000
        PA
        USD
        37825.81000000
        0.011739301324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377REH3
        
          
        
        290000.00000000
        PA
        USD
        259835.59000000
        0.080640395693
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        
        21036PBK3
        
          
          
        
        70000.00000000
        PA
        USD
        69471.50000000
        0.021560592409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QLZ82
        
          
        
        379423.24000000
        PA
        USD
        343322.25000000
        0.106550615681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EBX8
        
          
        
        40000.00000000
        PA
        USD
        39540.78000000
        0.012271545038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Bristol LLC
        N/A
        
        000000000
        
          
          
        
        280000.00000000
        PA
        USD
        263043.20000000
        0.081635882646
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-31
          Floating
          3.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAF0
        
          
          
        
        40000.00000000
        PA
        USD
        39455.92000000
        0.012245208599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076BS0
        
          
          
        
        10000.00000000
        PA
        USD
        8961.84000000
        0.002781321541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        
        12595BAJ0
        
          
        
        500000.00000000
        PA
        USD
        436356.20000000
        0.135423852565
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Variable
          4.43913700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7FP9
        
          
        
        394586.25000000
        PA
        USD
        386048.88000000
        0.119810894420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BH0
        
          
          
        
        10000.00000000
        PA
        USD
        9579.56000000
        0.002973031942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Group Holding LLC
        25490094PF4HHK9QS109
        
        11565HAB2
        
          
          
        
        119036.79340000
        PA
        USD
        113196.85000000
        0.035130825516
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-07
          Floating
          4.16641000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        821000.00000000
        PA
        USD
        616263.13000000
        0.191258259326
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        763031.28000000
        0.236807992106
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-11-30
          Fixed
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAJ3
        
          
          
        
        70000.00000000
        PA
        USD
        58923.56000000
        0.018287022166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAM1
        
          
          
        
        160000.00000000
        PA
        USD
        156227.14000000
        0.048485345628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -43666.99000000
        -0.01355212098
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -518000.00000000
            EUR
            4921669.98000000
            NOK
            2022-07-19
            -43666.99000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -50.00000000
        NC
        USD
        -1562.50000000
        -0.00048492440
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            109.00000000
            USD
            2022-07-22
            XXXX
            16710.40000000
          
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BM3
        
          
          
        
        20000.00000000
        PA
        USD
        20164.61000000
        0.006258119333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAH5
        
          
          
        
        220000.00000000
        PA
        USD
        207400.14000000
        0.064366968961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -268.42000000
        -0.00008330458
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -64690.42000000
            USD
            1299958.74000000
            MXN
            2022-07-19
            -268.42000000
          
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FX6
        
          
          
        
        110000.00000000
        PA
        USD
        102591.90000000
        0.031839562128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBC6
        
          
          
        
        32000.00000000
        PA
        USD
        31491.28000000
        0.009773369691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HM98
        
          
        
        84343.65000000
        PA
        USD
        11900.05000000
        0.003693199768
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61769GAA5
        
          
        
        289339.56000000
        PA
        USD
        279497.21000000
        0.086742411267
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8CP0
        
          
        
        80989.40000000
        PA
        USD
        73487.37000000
        0.022806924160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMSJ5
        
          
        
        92729.84000000
        PA
        USD
        83664.09000000
        0.025965285675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -185937.78000000
        -0.05770609081
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-07-20
            17647.92000000
            USD
            0.00000000
            USD
            47980000.00000000
            MXN
            -203585.70000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGK4
        
          
          
        
        460000.00000000
        PA
        USD
        375285.30000000
        0.116470399955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXEW8
        
          
        
        141661.72000000
        PA
        USD
        147112.51000000
        0.045656605462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582AY8
        
          
          
        
        10000.00000000
        PA
        USD
        9508.30000000
        0.002950916286
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2043-08-12
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCQ76
        
          
        
        178601.35000000
        PA
        USD
        169197.46000000
        0.052510705422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29279FAA7
        
          
          
        
        270000.00000000
        PA
        USD
        262293.66000000
        0.081403261694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -50.00000000
        NC
        USD
        -47656.25000000
        -0.01479019428
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            118.50000000
            USD
            2022-07-22
            XXXX
            -24305.25000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        493284.61000000
        0.153091676701
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-08-15
            40235.48000000
            USD
            0.00000000
            USD
            -5758000.00000000
            USD
            453049.13000000
          
        
        
          N
          N
          N
        
      
      
        Ziggo Financing Partnership
        N/A
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        187078.00000000
        0.058059959936
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-30
          Floating
          3.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67114JAA8
        
          
        
        118674.19000000
        PA
        USD
        103110.88000000
        0.032000628410
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NU1
        
          
          
        
        110000.00000000
        PA
        USD
        108665.89000000
        0.033724634750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-05-24
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Newco Inc
        254900PHGVI5379Z9791
        
        71911KAC8
        
          
          
        
        79800.00000000
        PA
        USD
        75151.65000000
        0.023323436150
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          4.30957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2C6
        
          
          
        
        60000.00000000
        PA
        USD
        60187.26000000
        0.018679213506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132D9GU2
        
          
        
        97423.64000000
        PA
        USD
        86857.86000000
        0.026956477361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        39550000.00000000
        PA
        
        64718.18000000
        0.020085391857
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2023-08-16
          Fixed
          7.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCZ2
        
          
          
        
        50000.00000000
        PA
        USD
        39875.48000000
        0.012375419724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBP5
        
          
          
        
        100000.00000000
        PA
        USD
        85909.79000000
        0.026662242303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        83208AAE3
        
          
        
        170000.00000000
        PA
        USD
        151628.46000000
        0.047058137850
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EZ7
        
          
          
        
        80000.00000000
        PA
        USD
        67908.13000000
        0.021075398000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RLJ9
        
          
          
        
        296000.00000000
        PA
        USD
        222267.83000000
        0.068981180604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCE9
        
          
          
        
        1480000.00000000
        PA
        USD
        1333387.50000000
        0.413818967651
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAH0
        
          
          
        
        20000.00000000
        PA
        USD
        18401.75000000
        0.005711012881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280DC0
        
          
          
        
        200000.00000000
        PA
        USD
        184679.49000000
        0.057315578478
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-03-29
          Fixed
          4.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9SV8
        
          
        
        80445.00000000
        PA
        USD
        73031.32000000
        0.022665388305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYVX4
        
          
        
        151922.60000000
        PA
        USD
        130175.19000000
        0.040400080801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CP8
        
          
          
        
        260000.00000000
        PA
        USD
        197073.76000000
        0.061162160223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        
        36255TAA0
        
          
        
        491212.32000000
        PA
        USD
        435151.49000000
        0.135049968867
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Floating
          3.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAW0
        
          
          
        
        115924.71800000
        PA
        USD
        109027.20000000
        0.033836767893
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-03
          Floating
          4.36285500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KLH47
        
          
        
        79658.98000000
        PA
        USD
        72214.79000000
        0.022411976898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHS1
        
          
          
        
        160000.00000000
        PA
        USD
        144094.89000000
        0.044720082214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAM8
        
          
          
        
        80000.00000000
        PA
        USD
        74207.30000000
        0.023030355600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EP9
        
          
          
        
        30000.00000000
        PA
        USD
        23877.07000000
        0.007410287300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A3RZ5
        
          
        
        113333.89000000
        PA
        USD
        118395.79000000
        0.036744324955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVLP8
        
          
        
        504717.15000000
        PA
        USD
        460096.33000000
        0.142791640315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        
        084664CR0
        
          
          
        
        280000.00000000
        PA
        USD
        258621.79000000
        0.080263690899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKQ1
        
          
          
        
        750000.00000000
        PA
        USD
        730790.87000000
        0.226802128707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-27
          Fixed
          4.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QAD2
        
          
          
        
        20000.00000000
        PA
        USD
        20093.64000000
        0.006236093679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BJ6
        
          
          
        
        30000.00000000
        PA
        USD
        28918.51000000
        0.008974906360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AB9
        
          
          
        
        220000.00000000
        PA
        USD
        214290.79000000
        0.066505493335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        
        878091BC0
        
          
          
        
        8000.00000000
        PA
        USD
        9448.60000000
        0.002932388295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-12-16
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        
        410345AL6
        
          
          
        
        50000.00000000
        PA
        USD
        46411.75000000
        0.014403961692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CCK8
        
          
        
        313684.22000000
        PA
        USD
        306829.72000000
        0.095225099961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNL26
        
          
        
        99269.61000000
        PA
        USD
        89818.17000000
        0.027875214358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X92S3
        
          
        
        248176.06000000
        PA
        USD
        217451.42000000
        0.067486399969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SAV5
        
          
          
        
        40000.00000000
        PA
        USD
        26969.09000000
        0.008369900709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFF6
        
          
          
        
        20000.00000000
        PA
        USD
        19012.83000000
        0.005900662547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL LEASE FINANCE CORP
        N/A
        
        459745GN9
        
          
          
        
        30000.00000000
        PA
        USD
        30058.07000000
        0.009328570649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Focus Financial Partners LLC
        5493007L0E0VKRC2CP39
        
        34416DAT5
        
          
          
        
        126011.86050000
        PA
        USD
        121322.33000000
        0.037652581379
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-03
          Floating
          3.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFU8
        
          
          
        
        40000.00000000
        PA
        USD
        39873.82000000
        0.012374904541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756BW9
        
          
          
        
        710000.00000000
        PA
        USD
        508842.97000000
        0.157920238896
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2045-01-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713BB1
        
          
          
        
        80000.00000000
        PA
        USD
        67264.59000000
        0.020875674320
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        
        902674XN5
        
          
          
        
        400000.00000000
        PA
        USD
        380198.38000000
        0.117995182281
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2048-06-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2U6
        
          
          
        
        50000.00000000
        PA
        USD
        44413.95000000
        0.013783941231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-02
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        
        742718FH7
        
          
          
        
        50000.00000000
        PA
        USD
        47228.20000000
        0.014657348271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CR9
        
          
          
        
        60000.00000000
        PA
        USD
        59535.60000000
        0.018476969770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWL4
        
          
          
        
        150000.00000000
        PA
        USD
        142369.44000000
        0.044184586015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Fixed
          3.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAV7
        
          
          
        
        1100000.00000000
        PA
        USD
        958605.51000000
        0.297504770768
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVKW4
        
          
        
        53003.66000000
        PA
        USD
        49943.27000000
        0.015499974637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applebees/IHOP Funding LLC
        N/A
        
        03789XAD0
        
          
        
        396000.00000000
        PA
        USD
        385548.53000000
        0.119655609988
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-06-05
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVL52
        
          
        
        1633606.16000000
        PA
        USD
        1483444.12000000
        0.460389282415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140F5DA8
        
          
        
        25775.54000000
        PA
        USD
        25285.42000000
        0.007847371001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABV33
        
          
        
        99827.19000000
        PA
        USD
        93631.20000000
        0.029058594387
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BK4
        
          
          
        
        30000.00000000
        PA
        USD
        29864.78000000
        0.009268582785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B93
        
          
          
        
        340000.00000000
        PA
        USD
        267170.30000000
        0.082916734807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-10
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        831641FL4
        
          
        
        103438.38000000
        PA
        USD
        101909.80000000
        0.031627871289
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-10
          Fixed
          3.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BL7
        
          
          
        
        100000.00000000
        PA
        USD
        92927.00000000
        0.028840044778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31572LAA4
        
          
        
        87704.30000000
        PA
        USD
        79682.36000000
        0.024729549328
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AF7
        
          
          
        
        69000.00000000
        PA
        USD
        69184.59000000
        0.021471549426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFR29
        
          
        
        98408.48000000
        PA
        USD
        87705.49000000
        0.027219540703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HT0
        
          
          
        
        194523.44690000
        PA
        USD
        42138.44000000
        0.013077733021
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKG6
        
          
          
        
        60000.00000000
        PA
        USD
        51959.61000000
        0.016125749018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46649KAA3
        
          
        
        75659.88000000
        PA
        USD
        71568.10000000
        0.022211275610
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAKK7
        
          
        
        268067.65000000
        PA
        USD
        239760.75000000
        0.074410136624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGT1
        
          
          
        
        40000.00000000
        PA
        USD
        34907.31000000
        0.010833540128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gainwell Acquisition Corp
        N/A
        
        59909TAC8
        
          
          
        
        487247.48680000
        PA
        USD
        462125.01000000
        0.143421244434
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-01
          Floating
          5.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CG5
        
          
          
        
        80000.00000000
        PA
        USD
        72278.23000000
        0.022431665605
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-06
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDS7
        
          
          
        
        280000.00000000
        PA
        USD
        200392.11000000
        0.062192015513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CJ1
        
          
          
        
        410000.00000000
        PA
        USD
        366593.65000000
        0.113772932317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGW3
        
          
        
        296447.94000000
        PA
        USD
        259741.88000000
        0.080611312643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MST70
        
          
        
        100000.00000000
        PA
        USD
        100703.32000000
        0.031253438270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        
        29135LAC4
        
          
          
        
        760000.00000000
        PA
        USD
        760334.40000000
        0.235971011035
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2022-10-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EW9
        
          
          
        
        200000.00000000
        PA
        USD
        182749.32000000
        0.056716547096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAN0
        
          
          
        
        320000.00000000
        PA
        USD
        269691.72000000
        0.083699261583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BF5
        
          
          
        
        9000.00000000
        PA
        USD
        8966.26000000
        0.002782693295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAQ4
        
          
          
        
        460000.00000000
        PA
        USD
        380111.80000000
        0.117968312038
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-09
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QPHK6
        
          
        
        99836.92000000
        PA
        USD
        93295.81000000
        0.028954505558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AT5
        
          
          
        
        140000.00000000
        PA
        USD
        139391.48000000
        0.043260371312
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJX1
        
          
          
        
        140000.00000000
        PA
        USD
        127898.08000000
        0.039693376029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quikrete Holdings Inc
        5493007KIN86DIZWZT22
        
        74839XAG4
        
          
          
        
        90000.00000000
        PA
        USD
        85117.50000000
        0.026416353819
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-09
          Floating
          4.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        549300XYOVNMTJWOZ135
        
        61756UAH4
        
          
          
        
        13788.77000000
        PA
        USD
        6319.01000000
        0.001961114975
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-12
          Variable
          6.28181900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBMQ2
        
          
        
        83571.21000000
        PA
        USD
        13370.94000000
        0.004149692859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peraton Corp
        549300EQPCK07ZW63836
        
        71360HAB3
        
          
          
        
        492038.37000000
        PA
        USD
        463394.36000000
        0.143815189260
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          5.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAP6
        
          
          
        
        30000.00000000
        PA
        USD
        29214.49000000
        0.009066764231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
          
        
        690000.00000000
        PA
        USD
        661495.13000000
        0.205296083698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380AK63
        
          
        
        267300.49000000
        PA
        USD
        48720.14000000
        0.015120374263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-16
          Floating
          4.59071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380PXV1
        
          
        
        499137.87000000
        PA
        USD
        419700.68000000
        0.130254784989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-01-16
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WJWA2
        
          
        
        24122.08000000
        PA
        USD
        24011.59000000
        0.007452035800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGNF2
        
          
        
        98501.72000000
        PA
        USD
        93388.65000000
        0.028983318602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032688
        
          
        
        -400000.00000000
        PA
        USD
        -388218.75000000
        -0.12048431708
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657LAA2
        
          
        
        72031.64000000
        PA
        USD
        61917.37000000
        0.019216155943
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38383CED8
        
          
        
        1152463.02000000
        PA
        USD
        154862.33000000
        0.048061774636
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        4100000.00000000
        PA
        USD
        4044185.55000000
        1.255119527737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        27230.97000000
        0.008451175591
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -4180000.00000000
            CNY
            651625.53000000
            USD
            2022-07-19
            27230.97000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYV71
        
          
        
        96238.28000000
        PA
        USD
        86068.29000000
        0.026711433034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBZ3
        
          
          
        
        20000.00000000
        PA
        USD
        17339.06000000
        0.005381205320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        
        36255TAJ1
        
          
        
        491212.32000000
        PA
        USD
        397716.05000000
        0.123431819504
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Floating
          4.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BR4
        
          
          
        
        80000.00000000
        PA
        USD
        77038.82000000
        0.023909122413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-08
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCTE8
        
          
        
        90367.77000000
        PA
        USD
        84780.71000000
        0.026311830498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DR8
        
          
          
        
        80000.00000000
        PA
        USD
        64975.11000000
        0.020165130498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        
        92858RAB6
        
          
          
        
        200000.00000000
        PA
        USD
        162000.00000000
        0.050276962068
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBC2
        
          
          
        
        20000.00000000
        PA
        USD
        20065.67000000
        0.006227413144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        791496.58000000
        0.245642244010
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2045-07-20
            15714.59000000
            USD
            0.00000000
            USD
            -2140000.00000000
            USD
            775781.99000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCQ4
        
          
          
        
        2050000.00000000
        PA
        USD
        1683665.00000000
        0.522528156421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MBB8
        
          
          
        
        70000.00000000
        PA
        USD
        72785.32000000
        0.022589041807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325EA9
        
          
          
        
        400000.00000000
        PA
        USD
        249530.56000000
        0.077442212962
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2042-02-22
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKQY7
        
          
        
        270169.29000000
        PA
        USD
        249069.14000000
        0.077299010519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCert Buyer Inc
        549300EF826JEEUCHZ67
        
        24022KAB5
        
          
          
        
        494025.16580000
        PA
        USD
        473557.70000000
        0.146969398271
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-16
          Floating
          5.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378D2U8
        
          
        
        391221.52000000
        PA
        USD
        54477.64000000
        0.016907223702
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-20
          Floating
          4.45486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F032674
        
          
        
        3700000.00000000
        PA
        USD
        3559226.58000000
        1.104611726877
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGLW7
        
          
        
        96978.23000000
        PA
        USD
        93837.08000000
        0.029122489578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162CF5
        
          
          
        
        29000.00000000
        PA
        USD
        27191.02000000
        0.008438777044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          4.66300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHF9
        
          
          
        
        190000.00000000
        PA
        USD
        189458.32000000
        0.058798696099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DSJ2
        
          
        
        61363.89000000
        PA
        USD
        55390.90000000
        0.017190655421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AL7
        
          
          
        
        40000.00000000
        PA
        USD
        34307.19000000
        0.010647291915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CD5
        
          
          
        
        130000.00000000
        PA
        USD
        112605.93000000
        0.034947432538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QFA25
        
          
        
        2853599.63000000
        PA
        USD
        2492040.99000000
        0.773408952631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FL7
        
          
          
        
        40000.00000000
        PA
        USD
        31844.90000000
        0.009883116230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2070-02-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        254.00000000
        NC
        USD
        -166789.00000000
        -0.05176323596
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            53510758.00000000
            USD
            -166789.00000000
          
        
        
          N
          N
          N
        
      
      
        Four Seasons Hotels Limited
        5493009FUVX8LHYY2202
        
        35100DAR7
        
          
          
        
        114928.22350000
        PA
        USD
        113946.74000000
        0.035363555091
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2023-11-30
          Floating
          3.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMERON LNG LLC
        549300C39FLHGVD73K22
        
        133434AB6
        
          
          
        
        440000.00000000
        PA
        USD
        377089.53000000
        0.117030345654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-01-15
          Fixed
          3.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCCH9
        
          
        
        254523.39000000
        PA
        USD
        237799.39000000
        0.073801425375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        
        92769XAP0
        
          
          
        
        210000.00000000
        PA
        USD
        188188.35000000
        0.058404558855
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12825.60000000
        -0.00398044570
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -521191.43000000
            USD
            40204747.00000000
            INR
            2022-07-19
            -12825.60000000
          
        
        
          N
          N
          N
        
      
      
        Go Daddy Operating Company, LLC (GD Finance Co, Inc.)
        5493005GJOH8HLL11157
        
        38017BAN6
        
          
          
        
        48895.74520000
        PA
        USD
        47398.31000000
        0.014710142184
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-15
          Floating
          2.80957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXJ8
        
          
          
        
        270000.00000000
        PA
        USD
        265021.31000000
        0.082249792284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BX7
        
          
          
        
        40000.00000000
        PA
        USD
        36092.53000000
        0.011201375072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aviation One Designated Activity Company
        2138003EQK2PETKID103
        
        14855NAB2
        
          
          
        
        497546.74000000
        PA
        USD
        476836.36000000
        0.147986935706
        Long
        LON
        CORP
        IE
        
        N
        
        2
        
          2026-10-22
          Floating
          4.57886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        15.00000000
        NC
        USD
        -53781.50000000
        -0.01669117552
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-09-18
            3682094.00000000
            USD
            -53781.50000000
          
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAH2
        
          
          
        
        10000.00000000
        PA
        USD
        10307.35000000
        0.003198902746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCX5
        
          
          
        
        170000.00000000
        PA
        USD
        168851.77000000
        0.052403419971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAG8
        
          
          
        
        70000.00000000
        PA
        USD
        65719.22000000
        0.020396066241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        
        000000000
        
          
          
        
        80000.00000000
        PA
        USD
        73800.00000000
        0.022903949386
        Long
        LON
        CORP
        CA
        N
        
        3
        
          2028-08-11
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H040673
        
          
        
        1200000.00000000
        PA
        USD
        1195101.56000000
        0.370901702466
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGR4
        
          
          
        
        130000.00000000
        PA
        USD
        122727.28000000
        0.038088609884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F032674
        
          
        
        -1200000.00000000
        PA
        USD
        -1154343.76000000
        -0.35825245330
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        
        002824BF6
        
          
          
        
        86000.00000000
        PA
        USD
        86622.46000000
        0.026883420590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        
        87470LAJ0
        
          
          
        
        10000.00000000
        PA
        USD
        8313.30000000
        0.002580046103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCY5
        
          
          
        
        10000.00000000
        PA
        USD
        8234.80000000
        0.002555683501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        
        91159HHZ6
        
          
          
        
        180000.00000000
        PA
        USD
        168915.13000000
        0.052423083850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-12
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HS2
        
          
          
        
        445676.55000000
        PA
        USD
        105707.16000000
        0.032806388108
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411AY1
        
          
          
        
        10000.00000000
        PA
        USD
        8384.02000000
        0.002601994169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        64072UAH5
        
          
          
        
        39590.79640000
        PA
        USD
        36943.36000000
        0.011465431539
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -58.00000000
        NC
        USD
        -3625.00000000
        -0.00112502461
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            109.75000000
            USD
            2022-07-22
            XXXX
            14399.66000000
          
        
        
          N
          N
          N
        
      
      
        Acres PLC
        N/A
        
        00103CAA7
        
          
        
        340000.00000000
        PA
        USD
        330069.81000000
        0.102437699488
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-06-15
          Floating
          2.72300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CES6
        
          
          
        
        2500000.00000000
        PA
        USD
        2451171.88000000
        0.760725158228
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWV2
        
          
          
        
        160000.00000000
        PA
        USD
        151018.97000000
        0.046868981643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          3.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harbor Freight Tools USA Inc
        549300Y48HLCFTTB4249
        
        41151PAP0
        
          
          
        
        108399.35940000
        PA
        USD
        96383.29000000
        0.029912709971
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-19
          Floating
          4.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KR1
        
          
          
        
        70000.00000000
        PA
        USD
        62648.10000000
        0.019442939181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFR6
        
          
        
        274759.26000000
        PA
        USD
        270706.13000000
        0.084014085367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Floating
          3.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAZ0
        
          
          
        
        200000.00000000
        PA
        USD
        200011.15000000
        0.062073783961
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-07-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B36
        
          
          
        
        420000.00000000
        PA
        USD
        341153.40000000
        0.105877509575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PDC7
        
          
          
        
        460000.00000000
        PA
        USD
        452309.12000000
        0.140374867094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-26
          Fixed
          4.58600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFB5
        
          
          
        
        20000.00000000
        PA
        USD
        19621.21000000
        0.006089474264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -85874.24000000
        -0.02665120930
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2024-05-07
            0.00000000
            USD
            0.00000000
            USD
            2490000.00000000
            USD
            -85874.24000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417BGG6
        
          
        
        231501.81000000
        PA
        USD
        234290.13000000
        0.072712320857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rackspace Technology Global Inc
        549300QTYCKLMFSE8I97
        
        75009XAB6
        
          
          
        
        118699.99000000
        PA
        USD
        108536.30000000
        0.033684416284
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-15
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAN9
        
          
          
        
        100000.00000000
        PA
        USD
        86601.50000000
        0.026876915620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        74365PAF5
        
          
          
        
        600000.00000000
        PA
        USD
        442318.54000000
        0.137274274429
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-13
          Fixed
          3.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMFR1
        
          
        
        370059.98000000
        PA
        USD
        334886.21000000
        0.103932477020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VCK8
        
          
          
        
        100000.00000000
        PA
        USD
        98648.24000000
        0.030615640867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-21
          Fixed
          4.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12597HAA4
        
          
        
        478924.59000000
        PA
        USD
        476984.32000000
        0.148032855331
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-15
          Floating
          4.34751100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GFD1
        
          
          
        
        190000.00000000
        PA
        USD
        210730.05000000
        0.065400411916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50076QAE6
        
          
          
        
        30000.00000000
        PA
        USD
        27458.31000000
        0.008521730927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-04
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -1.00000000
        NC
        
        6307.40000000
        0.001957511793
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -165905.61000000
            USD
            6307.40000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AP3
        
          
          
        
        250000.00000000
        PA
        USD
        221444.85000000
        0.068725767429
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2031-04-01
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AC7
        
          
          
        
        50000.00000000
        PA
        USD
        49354.69000000
        0.015317307882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        168.00000000
        NC
        USD
        -376489.26000000
        -0.11684405088
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            26306239.26000000
            USD
            -376489.26000000
          
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAD7
        
          
          
        
        200000.00000000
        PA
        USD
        191158.24000000
        0.059326269021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BU2
        
          
          
        
        40000.00000000
        PA
        USD
        38490.38000000
        0.011945551699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EEE6
        
          
        
        596898.22000000
        PA
        USD
        565342.18000000
        0.175454860119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBV9
        
          
          
        
        240000.00000000
        PA
        USD
        245631.04000000
        0.076231990622
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        62801000.00000000
        PA
        
        102765.27000000
        0.031893367788
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-05-23
          Variable
          0.01000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWS4
        
          
        
        298334.09000000
        PA
        USD
        289294.33000000
        0.089782963308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDL3
        
          
          
        
        20000.00000000
        PA
        USD
        18695.01000000
        0.005802026596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELP 2021-ELP
        N/A
        
        26863LAA2
        
          
        
        120000.00000000
        PA
        USD
        114785.80000000
        0.035623958719
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          2.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MQ1
        
          
          
        
        70000.00000000
        PA
        USD
        67284.13000000
        0.020881738591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BR9
        
          
          
        
        20000.00000000
        PA
        USD
        19955.70000000
        0.006193283777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAW0
        
          
          
        
        30000.00000000
        PA
        USD
        30463.02000000
        0.009454247537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDS2
        
          
          
        
        30000.00000000
        PA
        USD
        24139.50000000
        0.007491732875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329KXS8
        
          
        
        53143.30000000
        PA
        USD
        52274.43000000
        0.016223453915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        
        335934AT2
        
          
          
        
        220000.00000000
        PA
        USD
        197071.60000000
        0.061161489863
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        1447000000.00000000
        PA
        
        91425.92000000
        0.028374182172
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2032-04-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H042695
        
          
        
        100000.00000000
        PA
        USD
        100726.56000000
        0.031260650841
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329PBA0
        
          
        
        186148.78000000
        PA
        USD
        182063.15000000
        0.056503593126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2D4
        
          
          
        
        210000.00000000
        PA
        USD
        203230.25000000
        0.063072836853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ABUR9
        
          
        
        83017.56000000
        PA
        USD
        75573.90000000
        0.023454482121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEP2
        
          
          
        
        210000.00000000
        PA
        USD
        207670.31000000
        0.064450816657
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGL64
        
          
        
        95461.42000000
        PA
        USD
        91259.71000000
        0.028322598629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBAL4
        
          
        
        374190.38000000
        PA
        USD
        326359.15000000
        0.101286090154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AR8
        
          
          
        
        270000.00000000
        PA
        USD
        222581.76000000
        0.069078609287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03464TAC3
        
          
        
        623002.76000000
        PA
        USD
        593717.64000000
        0.184261230033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-10
          Variable
          4.19520000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYK4
        
          
          
        
        370000.00000000
        PA
        USD
        270791.26000000
        0.084040505601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-21
          Fixed
          2.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573CAB1
        
          
        
        120000.00000000
        PA
        USD
        99340.87000000
        0.030830599708
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BQ8
        
          
          
        
        100000.00000000
        PA
        USD
        93236.69000000
        0.028936157570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        
        88033GDN7
        
          
          
        
        10000.00000000
        PA
        USD
        8480.15000000
        0.002631828270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        543441.38000000
        0.168657911410
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2027-05-15
            20982.07000000
            USD
            0.00000000
            USD
            -5805000.00000000
            USD
            522459.31000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F020679
        
          
        
        1400000.00000000
        PA
        USD
        1215375.00000000
        0.377193597366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        225242.67000000
        0.069904427010
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-02-15
            0.00000000
            USD
            -16509.88000000
            USD
            -1072000.00000000
            USD
            241752.55000000
          
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833BZ2
        
          
          
        
        100000.00000000
        PA
        USD
        95849.55000000
        0.029747062898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830BAA5
        
          
        
        245984.59000000
        PA
        USD
        241165.68000000
        0.074846158922
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-27
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38383REY9
        
          
        
        300000.00000000
        PA
        USD
        282817.50000000
        0.087772868639
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61744YAP3
        
          
          
        
        230000.00000000
        PA
        USD
        218446.43000000
        0.067795202932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          3.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        
        21036PBM9
        
          
          
        
        50000.00000000
        PA
        USD
        49848.90000000
        0.015470686755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-09
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petco Health and Wellness Company Inc
        N/A
        
        71601HAB2
        
          
          
        
        88575.76000000
        PA
        USD
        83717.82000000
        0.025981960867
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-03
          Floating
          5.50043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citadel Securities LP
        549300NV5RXBUS3X7L47
        
        17288YAD4
        
          
          
        
        157953.36570000
        PA
        USD
        152351.55000000
        0.047282550002
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-02
          Floating
          4.13980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAN8
        
          
          
        
        10000.00000000
        PA
        USD
        10459.43000000
        0.003246101020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAK6
        
          
          
        
        10000.00000000
        PA
        USD
        10141.74000000
        0.003147505415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVQ54
        
          
        
        72136.02000000
        PA
        USD
        10228.68000000
        0.003174487384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829LAA6
        
          
        
        406698.37000000
        PA
        USD
        394456.18000000
        0.122420113576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -8.00000000
        NC
        USD
        -12500.00000000
        -0.00387939522
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.50000000
            USD
            2022-07-22
            XXXX
            -7638.84000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XBF1
        
          
          
        
        10000.00000000
        PA
        USD
        7422.85000000
        0.002303693505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BF8
        
          
          
        
        500000.00000000
        PA
        USD
        490875.64000000
        0.152344048965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AthenaHealth Group Inc
        254900AA3KZN4Q7A5Z33
        
        04686RAC7
        
          
          
        
        91304.35000000
        PA
        USD
        84342.85000000
        0.026175939939
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.97740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        100795.55000000
        0.031282061999
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2024-12-05
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABS3
        
          
          
        
        60000.00000000
        PA
        USD
        50668.92000000
        0.015725181289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BB5
        
          
          
        
        30000.00000000
        PA
        USD
        34542.17000000
        0.010720218338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        21684AAC0
        
          
          
        
        250000.00000000
        PA
        USD
        248278.33000000
        0.077053581356
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-08-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hunter Douglas Holding BV
        529900811T142NS3H544
        
        000000000
        
          
        
        520000.00000000
        PA
        USD
        449558.20000000
        0.139521114622
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-26
          Floating
          4.84169000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDKE5
        
          
        
        188651.17000000
        PA
        USD
        177789.80000000
        0.055177352041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AN7
        
          
          
        
        30000.00000000
        PA
        USD
        26235.90000000
        0.008142354006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        82486.83000000
        0.025599921129
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2026-10-20
            0.00000000
            USD
            -1166.65000000
            USD
            -2220000.00000000
            USD
            83653.48000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNPL0
        
          
        
        98498.15000000
        PA
        USD
        95300.00000000
        0.029576509167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468Q5
        
          
          
        
        480000.00000000
        PA
        USD
        449968.70000000
        0.139648513961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN Commercial Mortgage Trust
        N/A
        
        62475WAA3
        
          
        
        240000.00000000
        PA
        USD
        236157.84000000
        0.073291967677
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          2.67555000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        69.00000000
        NC
        USD
        15297.35000000
        0.004747557319
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-06-19
            16642165.15000000
            USD
            15297.35000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBK1
        
          
          
        
        630000.00000000
        PA
        USD
        589888.88000000
        0.183072968173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Fixed
          2.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FG8
        
          
          
        
        370000.00000000
        PA
        USD
        309815.50000000
        0.096151741614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-03-20
          Fixed
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -470684.46000000
        -0.14607768358
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2024-06-04
            0.00000000
            USD
            0.00000000
            USD
            20340000.00000000
            USD
            -470684.46000000
          
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DQ0
        
          
          
        
        20000.00000000
        PA
        USD
        16035.26000000
        0.004976568881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAH4
        
          
          
        
        130000.00000000
        PA
        USD
        122711.08000000
        0.038083582188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MS7
        
          
          
        
        530000.00000000
        PA
        USD
        445967.82000000
        0.138406834380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BX1
        
          
          
        
        200000.00000000
        PA
        USD
        199522.20000000
        0.061922037537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMWN1
        
          
        
        92432.45000000
        PA
        USD
        83655.96000000
        0.025962762516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JG3
        
          
          
        
        50000.00000000
        PA
        USD
        38292.47000000
        0.011884130010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BS2
        
          
          
        
        5000.00000000
        PA
        USD
        4721.79000000
        0.001465415164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-08
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -16893.75000000
        -0.00524300264
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2029-02-15
            0.00000000
            USD
            -9643.29000000
            USD
            -2566000.00000000
            USD
            -7250.46000000
          
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AH4
        
          
          
        
        30000.00000000
        PA
        USD
        28574.10000000
        0.008868018159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -12.00000000
        NC
        USD
        -3562.50000000
        -0.00110562763
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            133.00000000
            USD
            2022-07-22
            XXXX
            6916.74000000
          
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        
        87020PAK3
        
          
          
        
        400000.00000000
        PA
        USD
        391666.81000000
        0.121554428084
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-06-02
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379FFB0
        
          
        
        127630.17000000
        PA
        USD
        21960.39000000
        0.006815442561
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAF4
        
          
          
        
        30000.00000000
        PA
        USD
        20178.39000000
        0.006262395979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFX2
        
          
          
        
        150000.00000000
        PA
        USD
        146404.63000000
        0.045436913759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAM8
        
          
          
        
        300000.00000000
        PA
        USD
        280915.89000000
        0.087182700900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-23
          Fixed
          3.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT Trust
        N/A
        
        85236WCE4
        
          
        
        120000.00000000
        PA
        USD
        115224.79000000
        0.035760199976
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          2.14580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        
        69357TAA8
        
          
        
        215265.69000000
        PA
        USD
        190213.87000000
        0.059033182264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAN0
        
          
          
        
        50000.00000000
        PA
        USD
        44320.88000000
        0.013755056806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBV0
        
          
          
        
        70000.00000000
        PA
        USD
        66376.98000000
        0.020600203121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H040681
        
          
        
        300000.00000000
        PA
        USD
        298119.14000000
        0.092521757367
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HNJ5
        
          
          
        
        50000.00000000
        PA
        USD
        49576.21000000
        0.015386056973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAF1
        
          
          
        
        140000.00000000
        PA
        USD
        128292.44000000
        0.039815766293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -32.00000000
        NC
        USD
        -24750.02000000
        -0.00768120874
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -15305.38000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        310000.00000000
        PA
        USD
        289600.22000000
        0.089877896764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWZ3
        
          
          
        
        260000.00000000
        PA
        USD
        250161.81000000
        0.077638122421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        
        78015K7H1
        
          
          
        
        80000.00000000
        PA
        USD
        74118.38000000
        0.023002759134
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADGQ5
        
          
        
        69477.89000000
        PA
        USD
        68044.21000000
        0.021117630648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCV1
        
          
          
        
        1920000.00000000
        PA
        USD
        1709025.00000000
        0.530398673446
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield WEC Holdings Inc
        5493002M6GRSU1IWMG57
        
        11284EAM5
        
          
          
        
        48331.22380000
        PA
        USD
        45826.70000000
        0.014222390479
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-01
          Floating
          4.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        66.00000000
        NC
        USD
        15373.90000000
        0.004771314735
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-12-18
            15973951.10000000
            USD
            15373.90000000
          
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBK7
        
          
          
        
        80000.00000000
        PA
        USD
        76791.46000000
        0.023832353836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-19
          Fixed
          3.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A3XU7
        
          
        
        45577.84000000
        PA
        USD
        44483.23000000
        0.013805442391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BM3
        
          
          
        
        150000.00000000
        PA
        USD
        146876.07000000
        0.045583225926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541XAG5
        
          
        
        2994839.26000000
        PA
        USD
        86035.14000000
        0.026701144878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-15
          Variable
          0.85430200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MORTGAGE FUNDING C
        549300DNEIQWPVRRQF88
        
        16678RBE6
        
          
        
        138173.95000000
        PA
        USD
        108719.20000000
        0.033741179595
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Variable
          1.20515100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BJ9
        
          
          
        
        200000.00000000
        PA
        USD
        199587.27000000
        0.061942232117
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-25
          Fixed
          4.51900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BJ4
        
          
          
        
        90000.00000000
        PA
        USD
        84482.03000000
        0.026219134677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-22
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNFK3
        
          
        
        386493.23000000
        PA
        USD
        348241.74000000
        0.108077387361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NN7
        
          
          
        
        880000.00000000
        PA
        USD
        793649.16000000
        0.246310300695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-17
          Fixed
          3.78500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163NBL8
        
          
        
        4118950.85000000
        PA
        USD
        106494.65000000
        0.033050786904
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-01-15
          Variable
          0.56193700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828ZW3
        
          
          
        
        390000.00000000
        PA
        USD
        359127.54000000
        0.111455813001
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12596XAA0
        
          
        
        115909.10000000
        PA
        USD
        111400.07000000
        0.034573191936
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAJ0
        
          
          
        
        400000.00000000
        PA
        USD
        365907.89000000
        0.113560105592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032670
        
          
        
        900000.00000000
        PA
        USD
        874687.51000000
        0.271460683713
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NS6
        
          
          
        
        120000.00000000
        PA
        USD
        119179.74000000
        0.036987625106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-24
          Fixed
          4.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -17381.11000000
        -0.00539425560
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -400701.11000000
            USD
            2566130.00000000
            CNY
            2022-07-19
            -17381.11000000
          
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CC1
        
          
          
        
        250000.00000000
        PA
        USD
        229855.45000000
        0.071336010745
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-05-22
          Fixed
          3.97300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO Commerical Mortgage Trust
        N/A
        
        78432WAA1
        
          
        
        140000.00000000
        PA
        USD
        134039.18000000
        0.041599276348
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Floating
          2.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        314757.45000000
        0.097685483791
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-02-15
            0.00000000
            USD
            -10946.80000000
            USD
            -3778000.00000000
            USD
            325704.25000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBM7
        
          
          
        
        190000.00000000
        PA
        USD
        147593.80000000
        0.045805974593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DCH6
        
          
          
        
        30000.00000000
        PA
        USD
        27884.70000000
        0.008654061754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDG3
        
          
          
        
        220000.00000000
        PA
        USD
        202808.20000000
        0.062941852953
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148LAF3
        
          
          
        
        140000.00000000
        PA
        USD
        133261.38000000
        0.041357884860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-22
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBV4
        
          
          
        
        30000.00000000
        PA
        USD
        27026.97000000
        0.008387863861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAC7
        
          
          
        
        500000.00000000
        PA
        USD
        485521.51000000
        0.150682386058
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-03-23
          Fixed
          4.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MGNF4
        
          
        
        98943.31000000
        PA
        USD
        89498.94000000
        0.027776140811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF POLAND
        259400R9L8QEP0TPXS31
        
        857524AC6
        
          
          
        
        520000.00000000
        PA
        USD
        520802.88000000
        0.161632016312
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2024-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AS9
        
          
          
        
        100000.00000000
        PA
        USD
        89661.08000000
        0.027826461223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042681
        
          
        
        600000.00000000
        PA
        USD
        601148.44000000
        0.186567390834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KDB2
        
          
        
        110000.00000000
        PA
        USD
        104194.60000000
        0.032336962666
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.22566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RBK7
        
          
          
        
        68000.00000000
        PA
        USD
        59508.63000000
        0.018468599587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triton Water Holdings Inc
        5493005IYCEL7QJFZZ63
        
        89678QAB2
        
          
          
        
        168300.14500000
        PA
        USD
        149607.05000000
        0.046430789987
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          5.75043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MORTGAGE FUNDING C
        549300TC8R2SGZ2KM445
        
        16678RBV8
        
          
          
        
        304018.67000000
        PA
        USD
        286004.44000000
        0.088761940624
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          1.92357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -246163.98000000
        -0.07639738941
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -3336321.76000000
            USD
            418806303.00000000
            JPY
            2022-07-19
            -246163.98000000
          
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AA7
        
          
        
        589794.31000000
        PA
        USD
        575741.16000000
        0.178682200384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138A8LC8
        
          
        
        22420.57000000
        PA
        USD
        22690.71000000
        0.007042098555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        
        931142ET6
        
          
          
        
        20000.00000000
        PA
        USD
        16999.49000000
        0.005275819221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CU2
        
          
          
        
        90000.00000000
        PA
        USD
        81519.12000000
        0.025299590765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BR2
        
          
          
        
        30000.00000000
        PA
        USD
        24318.88000000
        0.007547403748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-03
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAM2
        
          
          
        
        60000.00000000
        PA
        USD
        51639.09000000
        0.016026275118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        
        13607GRK2
        
          
          
        
        80000.00000000
        PA
        USD
        77728.36000000
        0.024123122267
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-23
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754CAB5
        
          
        
        49024.90000000
        PA
        USD
        48020.74000000
        0.014903314342
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          3.67357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFPJ4
        
          
        
        195910.06000000
        PA
        USD
        177587.38000000
        0.055114530666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BV0
        
          
          
        
        30000.00000000
        PA
        USD
        26823.04000000
        0.008324573855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F9R37
        
          
        
        549335.18000000
        PA
        USD
        73611.30000000
        0.022845386036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAW2
        
          
          
        
        40000.00000000
        PA
        USD
        36573.51000000
        0.011350647993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.11400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jack in the Box Funding, LLC
        N/A
        
        466365AC7
        
          
        
        128375.00000000
        PA
        USD
        119547.33000000
        0.037101707257
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-08-25
          Fixed
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CG2
        
          
          
        
        430000.00000000
        PA
        USD
        397737.76000000
        0.123438557237
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370CQ1
        
          
          
        
        30000.00000000
        PA
        USD
        21466.18000000
        0.006662063688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBZ3
        
          
          
        
        8070000.00000000
        PA
        USD
        7280653.13000000
        2.259562476836
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-04-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AS4
        
          
          
        
        10000.00000000
        PA
        USD
        10048.05000000
        0.003118428572
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2040-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVS0
        
          
          
        
        20000.00000000
        PA
        USD
        18629.85000000
        0.005781804085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-21
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958254AH7
        
          
          
        
        20000.00000000
        PA
        USD
        18132.50000000
        0.005627450708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CQ6
        
          
          
        
        80000.00000000
        PA
        USD
        56603.16000000
        0.017566882273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VBG8
        
          
          
        
        10000.00000000
        PA
        USD
        8545.45000000
        0.002652094231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        
        69361JAA4
        
          
        
        441796.10000000
        PA
        USD
        378875.15000000
        0.117584515710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          2.07100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141EC23
        
          
          
        
        40000.00000000
        PA
        USD
        40121.82000000
        0.012451871742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-08
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBU4
        
          
          
        
        10000.00000000
        PA
        USD
        8007.80000000
        0.002485233684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HX1
        
          
          
        
        37762.99550000
        PA
        USD
        8681.51000000
        0.002694320672
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDQ1
        
          
          
        
        20000.00000000
        PA
        USD
        18487.89000000
        0.005737746569
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -123818.37000000
        -0.03842723143
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-03-04
            0.00000000
            USD
            -3662.78000000
            USD
            2525000.00000000
            USD
            -120155.59000000
          
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBU5
        
          
          
        
        10000.00000000
        PA
        USD
        8576.20000000
        0.002661637543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CN2
        
          
          
        
        50000.00000000
        PA
        USD
        46165.76000000
        0.014327618298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDH1
        
          
          
        
        40000.00000000
        PA
        USD
        35126.17000000
        0.010901463683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378XW72
        
          
        
        349208.76000000
        PA
        USD
        4414.03000000
        0.001369901351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2054-08-16
          Variable
          0.39068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Financing Lux Sarl
        635400WUEO2NSG5OIU34
        
        000000000
        
          
          
        
        487045.09000000
        PA
        USD
        465887.85000000
        0.144589047916
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-05
          Floating
          5.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABD6
        
          
          
        
        20000.00000000
        PA
        USD
        19274.64000000
        0.005981915704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CG9
        
          
          
        
        70000.00000000
        PA
        USD
        68102.10000000
        0.021135596904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-13
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEA6
        
          
          
        
        10000.00000000
        PA
        USD
        7318.36000000
        0.002271264864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AJ6
        
          
          
        
        150000.00000000
        PA
        USD
        126979.50000000
        0.039408293240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-15
          Variable
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746SH5
        
          
          
        
        530000.00000000
        PA
        USD
        500440.02000000
        0.155312369770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Instar Leasing III, LLC
        N/A
        
        45783NAA5
        
          
        
        102421.96000000
        PA
        USD
        90433.81000000
        0.028066279228
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9H53
        
          
        
        123020.90000000
        PA
        USD
        121081.70000000
        0.037577901469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR GENERAL CORP
        OPX52SQVOZI8IVSWYU66
        
        256677AC9
        
          
          
        
        10000.00000000
        PA
        USD
        9953.89000000
        0.003089205863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CEE0
        
          
        
        163572.50000000
        PA
        USD
        159998.72000000
        0.049655861582
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Acquisition
        N/A
        
        46626LEP1
        
          
          
        
        110000.00000000
        PA
        USD
        108249.69000000
        0.033595466407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          2.55357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AV2
        
          
          
        
        40000.00000000
        PA
        USD
        37533.48000000
        0.011648576236
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBF9
        
          
          
        
        410000.00000000
        PA
        USD
        360149.32000000
        0.111772924076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDL2
        
          
          
        
        60000.00000000
        PA
        USD
        42570.75000000
        0.013211901129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AJ2
        
          
          
        
        70000.00000000
        PA
        USD
        67416.63000000
        0.020922860180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CD2
        
          
          
        
        180000.00000000
        PA
        USD
        146571.89000000
        0.045488823171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDU9
        
          
        
        89822.43000000
        PA
        USD
        82696.74000000
        0.025665067037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AT7
        
          
          
        
        140000.00000000
        PA
        USD
        126092.64000000
        0.039133054804
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FY4
        
          
          
        
        90000.00000000
        PA
        USD
        78258.21000000
        0.024287562072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KK3X5
        
          
        
        82036.23000000
        PA
        USD
        74436.17000000
        0.023101385775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDW9
        
          
          
        
        20000.00000000
        PA
        USD
        18469.24000000
        0.005731958511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)
        549300O6QPZVWXV2DC15
        
        03765VAK6
        
          
          
        
        408340.73560000
        PA
        USD
        382225.30000000
        0.118624240182
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAJ3
        
          
          
        
        10000.00000000
        PA
        USD
        8794.50000000
        0.002729387301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YAQ2
        
          
          
        
        480000.00000000
        PA
        USD
        472840.80000000
        0.146746907196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-14
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CY9
        
          
          
        
        390000.00000000
        PA
        USD
        374681.64000000
        0.116283053097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UQ62
        
          
        
        18441.53000000
        PA
        USD
        18839.42000000
        0.005846844473
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMM1
        
          
          
        
        390000.00000000
        PA
        USD
        316831.53000000
        0.098329177875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83T2
        
          
        
        90982.74000000
        PA
        USD
        82037.43000000
        0.025460449112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022675
        
          
        
        -3200000.00000000
        PA
        USD
        -2878750.02000000
        -0.89342472567
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W5GH5
        
          
        
        20529.43000000
        PA
        USD
        19614.82000000
        0.006087491117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EAD3
        
          
          
        
        70000.00000000
        PA
        USD
        60409.94000000
        0.018748322604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFR0
        
          
          
        
        80000.00000000
        PA
        USD
        64332.70000000
        0.019965757516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6PH8
        
          
        
        122069.54000000
        PA
        USD
        112314.88000000
        0.034857104700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2QJ5
        
          
        
        84427.88000000
        PA
        USD
        73725.21000000
        0.022880738189
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAS9
        
          
          
        
        10000.00000000
        PA
        USD
        9844.76000000
        0.003055337191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AG5
        
          
          
        
        70000.00000000
        PA
        USD
        70183.23000000
        0.021781478966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382QCY4
        
          
        
        1546480.57000000
        PA
        USD
        229827.58000000
        0.071327361245
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B6XU2
        
          
        
        183532.67000000
        PA
        USD
        171905.18000000
        0.053351050704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        
        06406RAN7
        
          
          
        
        50000.00000000
        PA
        USD
        47124.24000000
        0.014625084117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-24
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUU4
        
          
        
        99026.69000000
        PA
        USD
        92454.13000000
        0.028693288808
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Guarantor Inc
        N/A
        
        71913BAE2
        
          
          
        
        495087.44000000
        PA
        USD
        464248.44000000
        0.144080254370
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-05
          Floating
          4.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46590MAR1
        
          
        
        200000.00000000
        PA
        USD
        190132.14000000
        0.059007817226
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.82180000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAP0
        
          
          
        
        200000.00000000
        PA
        USD
        141856.00000000
        0.044025239081
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-03-08
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKT82
        
          
        
        163740.10000000
        PA
        USD
        148375.81000000
        0.046048672661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BM7
        
          
          
        
        20000.00000000
        PA
        USD
        18824.40000000
        0.005842182992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-08-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178DH20
        
          
        
        20581.27000000
        PA
        USD
        19650.54000000
        0.006098576877
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CP7
        
          
          
        
        110000.00000000
        PA
        USD
        97157.56000000
        0.030153005918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC Unlimited Liability Company
        549300RHSHNRWI5LLA86
        
        000000000
        
          
          
        
        181978.80500000
        PA
        USD
        174244.71000000
        0.054077127624
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-11-19
          Floating
          3.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A9T64
        
          
        
        25436.09000000
        PA
        USD
        25219.13000000
        0.007826797792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WGJG0
        
          
        
        24776.92000000
        PA
        USD
        24235.00000000
        0.007521371455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNB36
        
          
        
        295934.54000000
        PA
        USD
        286326.19000000
        0.088861796257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030678
        
          
        
        900000.00000000
        PA
        USD
        838476.57000000
        0.260222559906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -8.00000000
        NC
        
        124570.24000000
        0.038660575501
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -1528692.28000000
            USD
            124570.24000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -62.00000000
        NC
        USD
        -15188.31000000
        -0.00471371657
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2022-12-20
            -15026786.70000000
            USD
            -15188.31000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFU3
        
          
          
        
        270000.00000000
        PA
        USD
        191994.54000000
        0.059585816079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F050684
        
          
        
        100000.00000000
        PA
        USD
        101814.45000000
        0.031598279263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFMQ1
        
          
        
        96856.90000000
        PA
        USD
        88418.05000000
        0.027440684851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRA Health Sciences Inc
        549300R1HR1VWWHIAK47
        
        000000000
        
          
          
        
        34945.66500000
        PA
        USD
        33851.17000000
        0.010505765370
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-03
          Floating
          4.56250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Garda World Security Corporation
        549300ZF1NDXLMCHNO20
        
        000000000
        
          
          
        
        48094.58000000
        PA
        USD
        44727.96000000
        0.013881394742
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-10-30
          Floating
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BM5
        
          
          
        
        20000.00000000
        PA
        USD
        18635.80000000
        0.005783650677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
          
        
        110000.00000000
        PA
        USD
        99322.17000000
        0.030824796133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        
        91832VAA2
        
          
          
        
        80000.00000000
        PA
        USD
        64390.40000000
        0.019983664804
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404121AH8
        
          
          
        
        60000.00000000
        PA
        USD
        59597.40000000
        0.018496149500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RHJ4
        
          
          
        
        1170000.00000000
        PA
        USD
        1152786.29000000
        0.357769089968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDK4
        
          
          
        
        40000.00000000
        PA
        USD
        38785.97000000
        0.012037288533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBS9
        
          
          
        
        1540000.00000000
        PA
        USD
        1391534.38000000
        0.431864945923
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        
        05592AAA8
        
          
        
        170000.00000000
        PA
        USD
        162839.80000000
        0.050537595356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          2.37400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CA8
        
          
          
        
        60000.00000000
        PA
        USD
        56696.50000000
        0.017595850493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson River Trading LLC
        549300SMOBUC8O5UOE10
        
        44413EAF5
        
          
          
        
        39100.00000000
        PA
        USD
        36710.01000000
        0.011393010989
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-20
          Floating
          4.63980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKJ34
        
          
        
        85831.90000000
        PA
        USD
        75099.99000000
        0.023307403386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBN0
        
          
          
        
        30000.00000000
        PA
        USD
        29618.70000000
        0.009192211459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RLV2
        
          
          
        
        30000.00000000
        PA
        USD
        22535.02000000
        0.006993779911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        167996.00000000
        0.052137830367
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2024-06-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBH5
        
          
          
        
        20000.00000000
        PA
        USD
        18903.40000000
        0.005866700770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AUE38
        
          
        
        96852.83000000
        PA
        USD
        90952.20000000
        0.028227162403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FIN LLC
        N/A
        
        432891AK5
        
          
          
        
        30000.00000000
        PA
        USD
        28301.40000000
        0.008783385273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BU5
        
          
          
        
        220000.00000000
        PA
        USD
        233503.79000000
        0.072468278966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        
        98313RAH9
        
          
          
        
        200000.00000000
        PA
        USD
        123757.00000000
        0.038408185152
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance LLC
        549300406TN7EY0NPH20
        
        43289DAH6
        
          
          
        
        498276.34000000
        PA
        USD
        480191.40000000
        0.149028177797
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-22
          Floating
          3.37357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617K1ZG1
        
          
        
        135983.84000000
        PA
        USD
        134559.66000000
        0.041760808158
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDD1
        
          
          
        
        10000.00000000
        PA
        USD
        10000.40000000
        0.003103640317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958254AL8
        
          
          
        
        50000.00000000
        PA
        USD
        40846.25000000
        0.012676699764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SN9
        
          
          
        
        3290000.00000000
        PA
        USD
        2094676.18000000
        0.650086141028
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B2HC9
        
          
        
        93825.09000000
        PA
        USD
        92150.11000000
        0.028598935710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          3.22457700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7WN5
        
          
        
        79166.31000000
        PA
        USD
        69147.84000000
        0.021460144004
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CX6
        
          
          
        
        136000.00000000
        PA
        USD
        134695.85000000
        0.041803074945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBU6
        
          
          
        
        10000.00000000
        PA
        USD
        9064.71000000
        0.002813247412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACM5
        
          
          
        
        160000.00000000
        PA
        USD
        118515.56000000
        0.036781495769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        
        98379EAE6
        
          
          
        
        110000.00000000
        PA
        USD
        105172.10000000
        0.032640331372
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-24
          Floating
          2.86986000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        
        742718FG9
        
          
          
        
        20000.00000000
        PA
        USD
        19364.86000000
        0.006009915627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BB9
        
          
          
        
        70000.00000000
        PA
        USD
        69664.13000000
        0.021620375441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-12
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHA0
        
          
          
        
        50000.00000000
        PA
        USD
        42596.56000000
        0.013219911304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-23
          Fixed
          3.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        23.00000000
        NC
        USD
        44203.13000000
        0.013718512903
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.00000000
            USD
            2022-07-22
            XXXX
            23819.59000000
          
        
        
          N
          N
          N
        
      
      
        TTAN
        N/A
        
        87303TAA5
        
          
        
        528650.85000000
        PA
        USD
        509605.89000000
        0.158157012352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          2.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        
        785592AJ5
        
          
          
        
        230000.00000000
        PA
        USD
        234764.12000000
        0.072859424420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABL8
        
          
          
        
        20000.00000000
        PA
        USD
        14946.61000000
        0.004638704592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XB2V1
        
          
        
        92788.23000000
        PA
        USD
        80958.76000000
        0.025125682133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967EW7
        
          
          
        
        37000.00000000
        PA
        USD
        48220.04000000
        0.014965167419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-07-15
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        670857AC5
        
          
        
        82677.91000000
        PA
        USD
        72152.58000000
        0.022392669924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-05-25
          Variable
          1.56300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        
        57636QAQ7
        
          
          
        
        20000.00000000
        PA
        USD
        18355.80000000
        0.005696752224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MP3
        
          
          
        
        110000.00000000
        PA
        USD
        105175.47000000
        0.032641377257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Fixed
          4.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030678
        
          
        
        -600000.00000000
        PA
        USD
        -558984.38000000
        -0.17348170660
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        349155.23000000
        0.108360890460
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-05-15
            79429.21000000
            USD
            0.00000000
            USD
            -1800000.00000000
            USD
            269726.02000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKD0
        
          
          
        
        240000.00000000
        PA
        USD
        198203.87000000
        0.061512891689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16527.73000000
        0.005129407742
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2465328.00000000
            CNY
            384790.26000000
            USD
            2022-07-19
            16527.73000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        
        000000000
        
          
          
        
        50.00000000
        NC
        
        -56350.87000000
        -0.01748858366
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                INTERCONTENTIAL EXCHANGE
                3 MONTH EURO INTERBANK OFFER RATE
                
                  
                  
                  
                
              
            
            2022-12-19
            13089052.88000000
            USD
            -56350.87000000
          
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFK5
        
          
          
        
        10000.00000000
        PA
        USD
        8280.39000000
        0.002569832431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBL5
        
          
          
        
        10000.00000000
        PA
        USD
        9904.62000000
        0.003073914839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          1.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBNZ9
        
          
        
        73605.20000000
        PA
        USD
        72317.59000000
        0.022443881044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EY5
        
          
          
        
        70000.00000000
        PA
        USD
        59622.06000000
        0.018503802771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-28
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKZN2
        
          
        
        73245.49000000
        PA
        USD
        66020.51000000
        0.020489572080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382JZK5
        
          
        
        87269.66000000
        PA
        USD
        12363.18000000
        0.003836932912
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PED0
        
          
          
        
        20000.00000000
        PA
        USD
        17341.42000000
        0.005381937750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BK3
        
          
          
        
        20000.00000000
        PA
        USD
        19852.69000000
        0.006161314457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAN3
        
          
          
        
        30000.00000000
        PA
        USD
        25569.99000000
        0.007935687761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325BR5
        
          
          
        
        240000.00000000
        PA
        USD
        173263.75000000
        0.053772685101
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2044-02-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XZQF1
        
          
        
        16592.43000000
        PA
        USD
        16312.40000000
        0.005062579728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9M93
        
          
        
        58175.41000000
        PA
        USD
        57159.88000000
        0.017739661225
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CD9
        
          
          
        
        140000.00000000
        PA
        USD
        139912.19000000
        0.043421974503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-02
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2M4
        
          
          
        
        970000.00000000
        PA
        USD
        953987.06000000
        0.296071427339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-04
          Fixed
          5.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172AT6
        
          
          
        
        90000.00000000
        PA
        USD
        89948.38000000
        0.027915625242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genesee & Wyoming Inc
        G617XSG94Z7G0RMW3L02
        
        55316HAB1
        
          
          
        
        493803.18450000
        PA
        USD
        475564.56000000
        0.147592230518
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-30
          Floating
          3.62821500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deerfield Dakota Holding LLC
        549300FDREJLOIGXY104
        
        24440EAB3
        
          
          
        
        495585.75000000
        PA
        USD
        465387.23000000
        0.144433679689
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-04-09
          Floating
          5.27532000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EDL1
        
          
        
        98785.47000000
        PA
        USD
        88049.64000000
        0.027326348212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAN9
        
          
          
        
        100000.00000000
        PA
        USD
        82353.50000000
        0.025558541948
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2115-06-05
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AU4
        
          
          
        
        80000.00000000
        PA
        USD
        77523.66000000
        0.024059593291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCZ68
        
          
        
        93527.52000000
        PA
        USD
        84867.34000000
        0.026338716259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EN2H1
        
          
        
        89754.46000000
        PA
        USD
        88563.21000000
        0.027485735492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KRE1
        
          
        
        237873.27000000
        PA
        USD
        232540.70000000
        0.072169382427
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-02-25
          Floating
          2.22566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932LAH0
        
          
          
        
        80000.00000000
        PA
        USD
        68135.60000000
        0.021145993683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUT FIN BV
        549300Q840R30TDKVK53
        
        88165FAG7
        
          
          
        
        100000.00000000
        PA
        USD
        98637.50000000
        0.030612307691
        Long
        DBT
        CORP
        CW
        
        N
        
        2
        
          2022-12-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAN1
        
          
          
        
        90000.00000000
        PA
        USD
        83184.07000000
        0.025816310691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50076QAR7
        
          
          
        
        10000.00000000
        PA
        USD
        11006.66000000
        0.003415934736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-26
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAG0
        
          
          
        
        400000.00000000
        PA
        USD
        399807.59000000
        0.124080932326
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-04-12
          Fixed
          3.84800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCU3
        
          
          
        
        320000.00000000
        PA
        USD
        315845.34000000
        0.098023112213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89114QCH9
        
          
          
        
        80000.00000000
        PA
        USD
        73886.17000000
        0.022930692385
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-12
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAT7
        
          
          
        
        80000.00000000
        PA
        USD
        74383.27000000
        0.023084968174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Asset Premier Institutional Government Reserves
        549300WB3XRN9YTWFB76
        
        52470G494
        
          
          
        
        10030090.95000000
        NS
        USD
        10030090.95000000
        3.112854952050
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAL7
        
          
          
        
        230000.00000000
        PA
        USD
        228902.81000000
        0.071040357380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAA8
        
          
          
        
        7000.00000000
        PA
        USD
        7000.37000000
        0.002172576154
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFQ2
        
          
          
        
        250000.00000000
        PA
        USD
        238226.26000000
        0.073933905170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LWC2
        
          
        
        71621.19000000
        PA
        USD
        67881.64000000
        0.021067176786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CE2
        
          
          
        
        245000.00000000
        PA
        USD
        193652.69000000
        0.060100425614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multiclass Certifi
        N/A
        
        3137FRVE8
        
          
        
        3000000.00000000
        PA
        USD
        390635.25000000
        0.121234281769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-27
          Floating
          2.60823000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jane Street Group LLC
        5493002N1IVX6KHGYO08
        
        47077DAG5
        
          
          
        
        496413.01220000
        PA
        USD
        478542.14000000
        0.148516327288
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-26
          Floating
          4.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        12.00000000
        NC
        USD
        41437.50000000
        0.012860195158
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            136.00000000
            USD
            2022-07-22
            XXXX
            20510.49000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SZ2
        
          
          
        
        1480000.00000000
        PA
        USD
        1144514.06000000
        0.355201790005
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BF8
        
          
          
        
        160000.00000000
        PA
        USD
        149136.59000000
        0.046284781965
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2045-05-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        
        931142ES8
        
          
          
        
        50000.00000000
        PA
        USD
        43886.74000000
        0.013620320754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-22
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection LLC
        549300V3UCT773B1KR38
        
        12769LAD1
        
          
          
        
        147375.00000000
        PA
        USD
        142419.52000000
        0.044200128424
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-21
          Floating
          5.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CC4
        
          
          
        
        220000.00000000
        PA
        USD
        187156.09000000
        0.058084195294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XEAL8
        
          
        
        194042.32000000
        PA
        USD
        173535.88000000
        0.053857141087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        
        14448CAS3
        
          
          
        
        10000.00000000
        PA
        USD
        7589.99000000
        0.002355565674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4LX2
        
          
        
        24185.27000000
        PA
        USD
        23665.35000000
        0.007344579656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AN1
        
          
          
        
        30000.00000000
        PA
        USD
        23900.10000000
        0.007417434698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -196449.72000000
        -0.06096848839
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3630349.24000000
            USD
            4974251.00000000
            AUD
            2022-07-19
            -196449.72000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2N2
        
          
          
        
        150000.00000000
        PA
        USD
        140524.41000000
        0.043611977970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEJ7
        
          
          
        
        90000.00000000
        PA
        USD
        90003.31000000
        0.027932672857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAF9
        
          
          
        
        190000.00000000
        PA
        USD
        187987.65000000
        0.058342271285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-14
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBL9
        
          
          
        
        80000.00000000
        PA
        USD
        68208.66000000
        0.021168667972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBW0
        
          
          
        
        1030000.00000000
        PA
        USD
        944341.02000000
        0.293077763221
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12662QAA4
        
          
        
        116531.61000000
        PA
        USD
        101750.06000000
        0.031578295722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175AY0
        
          
          
        
        390000.00000000
        PA
        USD
        391434.19000000
        0.121482234091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CX1
        
          
          
        
        40000.00000000
        PA
        USD
        36508.71000000
        0.011330537208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AF0
        
          
          
        
        90000.00000000
        PA
        USD
        89964.11000000
        0.027920507073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CB0
        
          
          
        
        190000.00000000
        PA
        USD
        149901.67000000
        0.046522225781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAEW8
        
          
        
        90967.09000000
        PA
        USD
        79389.28000000
        0.024638591476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FWHG8
        
          
        
        139757.28000000
        PA
        USD
        17487.73000000
        0.005427345295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-25
          Variable
          1.44279800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X3CE6
        
          
        
        56922.39000000
        PA
        USD
        56673.47000000
        0.017588703095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAX2
        
          
          
        
        50000.00000000
        PA
        USD
        49535.17000000
        0.015373320142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A2R38
        
          
        
        15156.58000000
        PA
        USD
        14996.86000000
        0.004654299761
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LMUT8
        
          
        
        39267.26000000
        PA
        USD
        38972.69000000
        0.012095237387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.46800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -46.00000000
        NC
        USD
        -56781.26000000
        -0.01762215589
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            118.00000000
            USD
            2022-07-22
            XXXX
            -35095.21000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H7XD0
        
          
        
        300000.00000000
        PA
        USD
        250062.51000000
        0.077607304505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cloudera Inc
        549300PGONC4JOI0RG62
        
        74339VAB4
        
          
          
        
        69825.00000000
        PA
        USD
        64471.87000000
        0.020008949150
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-08
          Floating
          5.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        
        20338QAD5
        
          
          
        
        40000.00000000
        PA
        USD
        36920.60000000
        0.011458367936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397C27
        
          
          
        
        200000.00000000
        PA
        USD
        186208.00000000
        0.057789954029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UPB2
        
          
        
        23799.28000000
        PA
        USD
        24233.51000000
        0.007520909031
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAL3
        
          
          
        
        30000.00000000
        PA
        USD
        29089.80000000
        0.009028066488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAP6
        
          
          
        
        30000.00000000
        PA
        USD
        30262.99000000
        0.009392167903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        
        22160KAP0
        
          
          
        
        90000.00000000
        PA
        USD
        76006.28000000
        0.023588671953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-20
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DE2
        
          
          
        
        70000.00000000
        PA
        USD
        76961.85000000
        0.023885234648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AB7
        
          
          
        
        530000.00000000
        PA
        USD
        502255.05000000
        0.155875667267
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-09-17
          Fixed
          3.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHJF5
        
          
        
        598193.45000000
        PA
        USD
        593353.44000000
        0.184148199974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFL74
        
          
        
        194426.32000000
        PA
        USD
        169567.71000000
        0.052625613108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822CF9
        
          
          
        
        200000.00000000
        PA
        USD
        197438.33000000
        0.061275305112
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-04-17
          Fixed
          3.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135AQ9
        
          
          
        
        50000.00000000
        PA
        USD
        52475.98000000
        0.016286005283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-05
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WGHT4
        
          
        
        33194.51000000
        PA
        USD
        32467.85000000
        0.010076449770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VER1
        
          
          
        
        144000.00000000
        PA
        USD
        143365.33000000
        0.044493662088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162LAF7
        
          
        
        500000.00000000
        PA
        USD
        440929.50000000
        0.136843183618
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-09-15
          Variable
          2.90860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAB6
        
          
          
        
        50000.00000000
        PA
        USD
        49627.49000000
        0.015401971804
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAZ9
        
          
          
        
        50000.00000000
        PA
        USD
        44245.31000000
        0.013731603534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BT8
        
          
          
        
        140000.00000000
        PA
        USD
        135414.53000000
        0.042026118446
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-05-10
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        
        12008RAP2
        
          
          
        
        20000.00000000
        PA
        USD
        15261.70000000
        0.004736493283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waterfall Commercial Mortgage
        N/A
        
        94132LAA5
        
          
        
        32011.16000000
        PA
        USD
        31135.76000000
        0.009663033484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-09-14
          Variable
          4.10370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BF9
        
          
          
        
        150000.00000000
        PA
        USD
        147557.93000000
        0.045794842280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAE1
        
          
          
        
        2010000.00000000
        PA
        USD
        1654742.55000000
        0.513552027276
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAR2
        
          
          
        
        50000.00000000
        PA
        USD
        46828.50000000
        0.014533300729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COPPER CORP
        2549007U6NAP46Q9TU15
        
        84265VAG0
        
          
          
        
        450000.00000000
        PA
        USD
        440853.75000000
        0.136819674483
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-11-08
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAKS2
        
          
        
        65952.67000000
        PA
        USD
        61625.05000000
        0.019125433958
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BG2
        
          
          
        
        20000.00000000
        PA
        USD
        19926.34000000
        0.006184171853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        36962GXZ2
        
          
          
        
        33000.00000000
        PA
        USD
        36949.46000000
        0.011467324684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAU5
        
          
          
        
        20000.00000000
        PA
        USD
        20101.13000000
        0.006238418213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HS3
        
          
          
        
        13000.00000000
        PA
        USD
        12478.23000000
        0.003872638866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-05-06
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        7520000.00000000
        PA
        
        12305.45000000
        0.003819016314
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-02-03
          Fixed
          8.15000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q8AH8
        
          
        
        38565.92000000
        PA
        USD
        37722.88000000
        0.011707356832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Lo
        N/A
        
        86358EKJ4
        
          
        
        116894.57000000
        PA
        USD
        113222.54000000
        0.035138798449
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-25
          Floating
          2.82357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967GT2
        
          
          
        
        20000.00000000
        PA
        USD
        19999.39000000
        0.006206843039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAF2
        
          
          
        
        400000.00000000
        PA
        USD
        336226.00000000
        0.104348283014
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-08
          Variable
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H050698
        
          
        
        100000.00000000
        PA
        USD
        101718.75000000
        0.031568578613
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-09-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFL8
        
          
          
        
        700000.00000000
        PA
        USD
        690665.92000000
        0.214349285565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EQ7
        
          
          
        
        10000.00000000
        PA
        USD
        9752.06000000
        0.003026567596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QAW2
        
          
        
        136218.95000000
        PA
        USD
        137021.31000000
        0.042524785218
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-05-20
          Floating
          1.95329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        13823000000.00000000
        PA
        
        953390.33000000
        0.295886231218
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAG5
        
          
          
        
        590000.00000000
        PA
        USD
        581365.78000000
        0.180427810300
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAV1
        
          
          
        
        10000.00000000
        PA
        USD
        8794.25000000
        0.002729309713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911363AM1
        
          
          
        
        1090000.00000000
        PA
        USD
        921679.48000000
        0.286044717622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6WH0
        
          
        
        207598.21000000
        PA
        USD
        203142.50000000
        0.063045603499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCT32
        
          
        
        151971.06000000
        PA
        USD
        148851.27000000
        0.046196232441
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API GROUP DE INC
        549300XP4G7B4QYA0G83
        
        00186XAB9
        
          
          
        
        169755.72000000
        PA
        USD
        163602.08000000
        0.050774170187
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-01
          Floating
          4.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BH9
        
          
          
        
        1500000.00000000
        PA
        USD
        1161450.00000000
        0.360457886382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7E39
        
          
        
        93437.45000000
        PA
        USD
        91407.94000000
        0.028368602049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFW5
        
          
        
        137690.46000000
        PA
        USD
        136462.61000000
        0.042351391769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Floating
          3.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        
        08579JBG6
        
          
          
        
        59402.21000000
        PA
        USD
        57529.56000000
        0.017854392011
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          3.00471000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        
        59562VAM9
        
          
          
        
        97000.00000000
        PA
        USD
        107329.81000000
        0.033309980161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDKM7
        
          
        
        96393.19000000
        PA
        USD
        84070.14000000
        0.026091303949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        549300GD7VLLBVPDNJ81
        
        78448R106
        
          
        
        1092.00000000
        PA
        USD
        508435.44000000
        0.157793761302
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-09-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAT4
        
          
          
        
        470000.00000000
        PA
        USD
        448897.64000000
        0.139316108757
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          5.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411AW5
        
          
          
        
        160000.00000000
        PA
        USD
        135564.80000000
        0.042072754983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAU7
        
          
          
        
        340000.00000000
        PA
        USD
        316049.57000000
        0.098086495324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AG6
        
          
          
        
        50000.00000000
        PA
        USD
        49125.00000000
        0.015246023219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAV3
        
          
          
        
        10000.00000000
        PA
        USD
        8509.15000000
        0.002640828467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDND4
        
          
        
        96778.87000000
        PA
        USD
        84426.83000000
        0.026202003268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGN3
        
          
        
        95529.81000000
        PA
        USD
        86952.54000000
        0.026985861452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAV8
        
          
          
        
        140000.00000000
        PA
        USD
        135182.93000000
        0.041954241011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIP PRINC
        254900HROIFWPRGM1V77
        
        912803FJ7
        
          
          
        
        950000.00000000
        PA
        USD
        405192.04000000
        0.125752005094
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AF4T5
        
          
        
        83717.20000000
        PA
        USD
        75936.32000000
        0.023566959754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GGM0
        
          
          
        
        100000.00000000
        PA
        USD
        111021.51000000
        0.034455705228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300I2YWZ9E1B0EY33
        
        78443CCL6
        
          
        
        352291.01000000
        PA
        USD
        333373.55000000
        0.103463020542
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-06-15
          Floating
          2.11886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBX0
        
          
          
        
        420000.00000000
        PA
        USD
        368091.86000000
        0.114237904214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBP5
        
          
          
        
        540000.00000000
        PA
        USD
        410814.47000000
        0.127496935340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958254AJ3
        
          
          
        
        10000.00000000
        PA
        USD
        8080.75000000
        0.002507873834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alterra Mountain Company
        549300C5O4FSVNUEI843
        
        46124CAJ6
        
          
          
        
        67351.35930000
        PA
        USD
        64236.36000000
        0.019935858241
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-17
          Floating
          5.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBQ8
        
          
          
        
        240000.00000000
        PA
        USD
        234068.91000000
        0.072643664872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        16.00000000
        NC
        USD
        20250.00000000
        0.006284620258
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            111.25000000
            USD
            2022-07-22
            XXXX
            10722.32000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        95249.09000000
        0.029560709166
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2031-10-20
            8730.79000000
            USD
            0.00000000
            USD
            -2220000.00000000
            USD
            86518.30000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KQ97
        
          
        
        176824.93000000
        PA
        USD
        25525.69000000
        0.007921939184
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XEC77
        
          
        
        367267.94000000
        PA
        USD
        357212.26000000
        0.110861402754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CF0
        
          
          
        
        70000.00000000
        PA
        USD
        57661.12000000
        0.017895221870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBJ9
        
          
          
        
        80000.00000000
        PA
        USD
        71818.72000000
        0.022289055933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-26
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FW3E8
        
          
        
        89559.60000000
        PA
        USD
        14283.35000000
        0.004432860778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY INC
        MIHC87W9WTYSYZWV1J40
        
        16411RAK5
        
          
          
        
        950000.00000000
        PA
        USD
        858595.75000000
        0.266466579966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764BW9
        
          
          
        
        90000.00000000
        PA
        USD
        85455.17000000
        0.026521150250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          1.55400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        
        69377CAA1
        
          
        
        648061.45000000
        PA
        USD
        634033.32000000
        0.196773266540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NBD0
        
          
          
        
        30000.00000000
        PA
        USD
        26870.25000000
        0.008339225555
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SY5
        
          
          
        
        730000.00000000
        PA
        USD
        609435.94000000
        0.189139429865
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78450MAA0
        
          
        
        173456.73000000
        PA
        USD
        161715.36000000
        0.050188623583
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEH1
        
          
          
        
        130000.00000000
        PA
        USD
        128866.16000000
        0.039993821223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        21488.21000000
        0.006668900735
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2052-04-21
            1806.34000000
            USD
            0.00000000
            USD
            -1060000.00000000
            USD
            19681.87000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAG8
        
          
          
        
        30000.00000000
        PA
        USD
        29750.38000000
        0.009233078560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6KQ3
        
          
        
        31123.51000000
        PA
        USD
        31776.72000000
        0.009861956457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AH6
        
          
          
        
        110000.00000000
        PA
        USD
        108005.45000000
        0.033519666128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AAK52
        
          
        
        73868.16000000
        PA
        USD
        73441.56000000
        0.022792706952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon TLB Borrower 1 (US) LLC
        635400O84AGITYFZQB55
        
        05400KAH3
        
          
          
        
        59100.02000000
        PA
        USD
        56311.39000000
        0.017476330981
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Floating
          3.84514000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        16713000000.00000000
        PA
        
        1072503.98000000
        0.332853345186
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXLU4
        
          
        
        102909.35000000
        PA
        USD
        106600.42000000
        0.033083612794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VES9
        
          
          
        
        50000.00000000
        PA
        USD
        48421.58000000
        0.015027715684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-08
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JAD39
        
          
        
        221990.21000000
        PA
        USD
        217253.80000000
        0.067425068282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6SD4
        
          
        
        20348.12000000
        PA
        USD
        19926.01000000
        0.006184069437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657PAA3
        
          
        
        161545.51000000
        PA
        USD
        162255.24000000
        0.050356176214
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-25
          Floating
          2.86986000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023BU8
        
          
          
        
        50000.00000000
        PA
        USD
        44717.41000000
        0.013878120533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BLU8
        
          
        
        33495.42000000
        PA
        USD
        33506.63000000
        0.010398836824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBY8
        
          
          
        
        120000.00000000
        PA
        USD
        94030.03000000
        0.029182371923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCXQ6
        
          
        
        283255.14000000
        PA
        USD
        256718.57000000
        0.079673023494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAH3
        
          
          
        
        40000.00000000
        PA
        USD
        30033.75000000
        0.009321022898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QG5R4
        
          
        
        77220.60000000
        PA
        USD
        69598.48000000
        0.021600000857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8PK7
        
          
        
        58867.45000000
        PA
        USD
        55018.11000000
        0.017074959441
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXTC6
        
          
        
        1436018.29000000
        PA
        USD
        1282231.93000000
        0.397942753747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2061-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHMW4
        
          
        
        100000.00000000
        PA
        USD
        100628.43000000
        0.031230196037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Lo
        N/A
        
        86358EUW4
        
          
          
        
        185587.86000000
        PA
        USD
        179287.19000000
        0.055642069450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          2.34357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMLL7
        
          
        
        656140.96000000
        PA
        USD
        571476.79000000
        0.177358746256
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DL6
        
          
          
        
        30000.00000000
        PA
        USD
        31948.80000000
        0.009915361763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -33.00000000
        NC
        USD
        -35835.95000000
        -0.01112174505
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            111.50000000
            USD
            2022-07-22
            XXXX
            -11666.47000000
          
        
        
          N
          N
          N
        
      
      
        Delta TopCo Inc
        N/A
        
        24780DAC1
        
          
          
        
        499500.76000000
        PA
        USD
        453611.63000000
        0.140779103179
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-01
          Floating
          5.83614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216BJ9
        
          
          
        
        20000.00000000
        PA
        USD
        19261.77000000
        0.005977921479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBA0
        
          
          
        
        10000.00000000
        PA
        USD
        9130.12000000
        0.002833547511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38145GAH3
        
          
          
        
        270000.00000000
        PA
        USD
        259258.33000000
        0.080461242118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89114QCG1
        
          
          
        
        150000.00000000
        PA
        USD
        145929.04000000
        0.045289313633
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-12
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDJ8
        
          
          
        
        30000.00000000
        PA
        USD
        30110.41000000
        0.009344814453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BY9
        
          
          
        
        220000.00000000
        PA
        USD
        218747.26000000
        0.067888566009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-06
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAG9
        
          
          
        
        110000.00000000
        PA
        USD
        96484.46000000
        0.029944108244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection LLC
        549300V3UCT773B1KR38
        
        12769LAB5
        
          
          
        
        530227.33000000
        PA
        USD
        511833.74000000
        0.158848429204
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-23
          Floating
          4.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        
        35137LAJ4
        
          
          
        
        40000.00000000
        PA
        USD
        38905.23000000
        0.012074301067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          5.47600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11676.77000000
        0.003623904459
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -478228.77000000
            USD
            9885706.00000000
            MXN
            2022-07-19
            11676.77000000
          
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZU5
        
          
          
        
        60000.00000000
        PA
        USD
        55563.90000000
        0.017244346250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBB0
        
          
          
        
        150000.00000000
        PA
        USD
        137346.62000000
        0.042625745703
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CKE Restaurants Holdings Inc
        N/A
        
        411707AK8
        
          
        
        227700.00000000
        PA
        USD
        195631.64000000
        0.060714595948
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.86500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHC7
        
          
        
        85081.82000000
        PA
        USD
        74303.95000000
        0.023060351084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076BW1
        
          
          
        
        10000.00000000
        PA
        USD
        10006.21000000
        0.003105443460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-06
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACE3
        
          
          
        
        70000.00000000
        PA
        USD
        60582.55000000
        0.018801892397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTIV GROUP CORPORATION
        549300ZT8RQ5VK10E643
        
        92535UAB0
        
          
          
        
        30000.00000000
        PA
        USD
        24403.80000000
        0.007573758808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89172YAE0
        
          
        
        110000.00000000
        PA
        USD
        107451.82000000
        0.033347846162
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-04-25
          Variable
          4.06333500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        
        36264FAC5
        
          
          
        
        260000.00000000
        PA
        USD
        243476.27000000
        0.075563254267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KAH2
        
          
        
        114685.01000000
        PA
        USD
        109733.98000000
        0.034056118210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          2.72566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        064159VL7
        
          
          
        
        80000.00000000
        PA
        USD
        74300.00000000
        0.023059125195
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-11
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DH0
        
          
          
        
        30000.00000000
        PA
        USD
        29249.68000000
        0.009077685505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEH4
        
          
          
        
        660000.00000000
        PA
        USD
        546113.73000000
        0.169487279555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AL5
        
          
          
        
        10000.00000000
        PA
        USD
        10050.95000000
        0.003119328591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BS4
        
          
          
        
        60000.00000000
        PA
        USD
        49898.75000000
        0.015486157783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-03
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAD3
        
          
          
        
        150000.00000000
        PA
        USD
        145425.00000000
        0.045132884004
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-07-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTR PARTNERSHIP/CARETRST
        N/A
        
        126458AE8
        
          
          
        
        20000.00000000
        PA
        USD
        17117.80000000
        0.005312536921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAW4
        
          
          
        
        360000.00000000
        PA
        USD
        359633.65000000
        0.111612885058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WE3Y3
        
          
        
        194955.72000000
        PA
        USD
        196456.23000000
        0.060970508788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABT1
        
          
          
        
        50000.00000000
        PA
        USD
        41605.00000000
        0.012912179054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12660LAC3
        
          
        
        80575.37000000
        PA
        USD
        73507.70000000
        0.022813233608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          1.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAY4
        
          
          
        
        90000.00000000
        PA
        USD
        82630.59000000
        0.025644537278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AB3
        
          
          
        
        80000.00000000
        PA
        USD
        75631.40000000
        0.023472327339
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVR2
        
          
          
        
        100000.00000000
        PA
        USD
        99389.72000000
        0.030845760385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BN1
        
          
          
        
        180000.00000000
        PA
        USD
        171255.60000000
        0.053149452500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWR6
        
          
        
        99047.53000000
        PA
        USD
        95693.67000000
        0.029698685288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AQ1
        
          
          
        
        70000.00000000
        PA
        USD
        66345.25000000
        0.020590355664
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAV3
        
          
          
        
        200000.00000000
        PA
        USD
        190767.21000000
        0.059204912228
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-12-20
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AH3
        
          
          
        
        310000.00000000
        PA
        USD
        307927.82000000
        0.095565897073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAX8
        
          
          
        
        159355.84700000
        PA
        USD
        144915.02000000
        0.044974610886
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-23
          Floating
          4.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHNG6
        
          
        
        282099.51000000
        PA
        USD
        254262.47000000
        0.078910768885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WR34
        
          
        
        666240.40000000
        PA
        USD
        629780.29000000
        0.195453331799
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBM0
        
          
          
        
        300000.00000000
        PA
        USD
        299466.35000000
        0.092939866170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNLM2
        
          
        
        195288.85000000
        PA
        USD
        176024.11000000
        0.054629367293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        280 Park Avenue Mortgage Trust
        N/A
        
        90205FAQ3
        
          
        
        410000.00000000
        PA
        USD
        380982.05000000
        0.118238395533
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          4.01799000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -303.76000000
        -0.00009427240
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -120000.00000000
            EUR
            125605.80000000
            USD
            2022-07-19
            -303.76000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEF5
        
          
          
        
        300000.00000000
        PA
        USD
        236073.52000000
        0.073265798829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KWS4
        
          
        
        611545.09000000
        PA
        USD
        604182.94000000
        0.187509152818
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-25
          Floating
          3.12566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CX6
        
          
          
        
        40000.00000000
        PA
        USD
        29859.36000000
        0.009266900679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        41008.88000000
        0.012727172248
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-08-15
            0.00000000
            USD
            -17828.00000000
            USD
            -3694000.00000000
            USD
            58836.88000000
          
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        
        759470BD8
        
          
          
        
        260000.00000000
        PA
        USD
        189080.72000000
        0.058681507328
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2052-01-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        
        599191AA1
        
          
          
        
        90000.00000000
        PA
        USD
        88724.25000000
        0.027535714517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764CA6
        
          
          
        
        10000.00000000
        PA
        USD
        7975.06000000
        0.002475072772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          3.07800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        
        030288AC8
        
          
          
        
        150000.00000000
        PA
        USD
        127216.09000000
        0.039481719329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHCP0
        
          
        
        497280.88000000
        PA
        USD
        463851.96000000
        0.143957206161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        
        68902VAH0
        
          
          
        
        110000.00000000
        PA
        USD
        104310.52000000
        0.032372938625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-05
          Fixed
          2.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LH6Y5
        
          
        
        19667.73000000
        PA
        USD
        19379.80000000
        0.006014552280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        
        16411QAK7
        
          
          
        
        20000.00000000
        PA
        USD
        17052.50000000
        0.005292270960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        2348000000.00000000
        PA
        
        158713.61000000
        0.049257025615
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2035-06-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12656TAA6
        
          
        
        80036.26000000
        PA
        USD
        72996.14000000
        0.022654470135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCQ68
        
          
        
        83816.78000000
        PA
        USD
        79382.90000000
        0.024636611433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortga
        N/A
        
        55284JAA7
        
          
        
        500000.00000000
        PA
        USD
        484375.00000000
        0.150326564825
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-19
          Floating
          2.14224000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAE9
        
          
          
        
        600000.00000000
        PA
        USD
        568977.68000000
        0.176583143425
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBT9
        
          
          
        
        210000.00000000
        PA
        USD
        205386.44000000
        0.063742013908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-16
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAM6
        
          
          
        
        90000.00000000
        PA
        USD
        71201.25000000
        0.022097423120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMN9
        
          
          
        
        10000.00000000
        PA
        USD
        7746.29000000
        0.002404073632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AT0
        
          
          
        
        180000.00000000
        PA
        USD
        175351.76000000
        0.054420702383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORBIA ADVANCE CORP SAB
        549300MVHZ20SBIOEQ79
        
        68560EAB4
        
          
          
        
        300000.00000000
        PA
        USD
        241335.00000000
        0.074898707658
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-05-11
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univision Communications Inc.
        549300YQDE2JSGTL8V47
        
        914908BC1
        
          
          
        
        140334.81000000
        PA
        USD
        132850.75000000
        0.041230445175
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-15
          Floating
          4.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAFA5
        
          
        
        84754.37000000
        PA
        USD
        77015.88000000
        0.023902002946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TE35
        
          
        
        26649.88000000
        PA
        USD
        27669.15000000
        0.008587165462
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAF1
        
          
          
        
        30000.00000000
        PA
        USD
        29678.76000000
        0.009210851177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-11
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAF0
        
          
          
        
        350000.00000000
        PA
        USD
        341817.82000000
        0.106083713397
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        
        23312VAF3
        
          
        
        500000.00000000
        PA
        USD
        474551.50000000
        0.147277825708
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        64.00000000
        NC
        USD
        43940.60000000
        0.013637036292
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2023-09-19
            15448059.40000000
            USD
            43940.60000000
          
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        
        235851AW2
        
          
          
        
        100000.00000000
        PA
        USD
        72180.58000000
        0.022401359769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CN6
        
          
          
        
        105000.00000000
        PA
        USD
        103698.89000000
        0.032183118265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SU3
        
          
          
        
        3750000.00000000
        PA
        USD
        2814697.28000000
        0.873545854194
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVQF0
        
          
        
        88444.10000000
        PA
        USD
        77385.22000000
        0.024016628213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDF2
        
          
        
        90410.32000000
        PA
        USD
        83518.20000000
        0.025920008477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AB3
        
          
          
        
        70000.00000000
        PA
        USD
        64626.10000000
        0.020056814680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        
        141781BL7
        
          
          
        
        80000.00000000
        PA
        USD
        78451.21000000
        0.024347459934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H7G72
        
          
        
        100000.00000000
        PA
        USD
        97771.19000000
        0.030343446981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCG4
        
          
          
        
        580000.00000000
        PA
        USD
        508243.00000000
        0.157734037236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-11-01
          Fixed
          4.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        
        74256LEE5
        
          
          
        
        30000.00000000
        PA
        USD
        27581.07000000
        0.008559829692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9Y82
        
          
        
        57364.02000000
        PA
        USD
        55312.41000000
        0.017166295922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGQ7
        
          
          
        
        300000.00000000
        PA
        USD
        278749.94000000
        0.086510494813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-17
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JF5
        
          
          
        
        40000.00000000
        PA
        USD
        33564.58000000
        0.010416821700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -33.00000000
        NC
        USD
        -25523.45000000
        -0.00792124399
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -3010.22000000
          
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830NAA9
        
          
        
        73442.99000000
        PA
        USD
        71178.38000000
        0.022090325378
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -38.00000000
        NC
        USD
        -14843.76000000
        -0.00460678492
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            120.00000000
            USD
            2022-07-22
            XXXX
            3496.77000000
          
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAG6
        
          
          
        
        40000.00000000
        PA
        USD
        38284.43000000
        0.011881634783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        
        845467AL3
        
          
          
        
        1400000.00000000
        PA
        USD
        1385384.00000000
        0.429956165541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Variable
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BD4
        
          
          
        
        50000.00000000
        PA
        USD
        48054.28000000
        0.014913723535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636ABC4
        
          
          
        
        500000.00000000
        PA
        USD
        474635.86000000
        0.147304006971
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2028-04-01
          Fixed
          4.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        
        12567RAA8
        
          
        
        91692.35000000
        PA
        USD
        83882.20000000
        0.026032976466
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LN5G8
        
          
        
        94478.54000000
        PA
        USD
        85645.83000000
        0.026580321890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYC2
        
          
          
        
        20000.00000000
        PA
        USD
        15306.44000000
        0.004750378415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABR5
        
          
          
        
        20000.00000000
        PA
        USD
        18035.06000000
        0.005597210046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BU3
        
          
          
        
        50000.00000000
        PA
        USD
        50085.92000000
        0.015544246296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CE2
        
          
          
        
        40000.00000000
        PA
        USD
        27821.36000000
        0.008634404082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAV2
        
          
          
        
        21659.01660000
        PA
        USD
        20871.60000000
        0.006477534824
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-11-03
          Floating
          4.79114000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756BZ2
        
          
          
        
        200000.00000000
        PA
        USD
        187127.56000000
        0.058075340962
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2028-01-13
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VLS Commercial Mortgage Trust
        N/A
        
        92858TAC0
        
          
        
        210000.00000000
        PA
        USD
        170840.44000000
        0.053020606923
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-10
          Fixed
          2.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        
        86358BAA0
        
          
        
        282418.04000000
        PA
        USD
        266546.51000000
        0.082723140571
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-02-25
          Floating
          2.04357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SS8
        
          
          
        
        2590000.00000000
        PA
        USD
        1822763.08000000
        0.565697470569
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4186.10000000
        0.001299162906
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -310000.00000000
            AUD
            218189.95000000
            USD
            2022-07-19
            4186.10000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AWL77
        
          
        
        97662.51000000
        PA
        USD
        85176.70000000
        0.026434726635
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Setanta Aircraft Leasing DAC
        N/A
        
        000000000
        
          
          
        
        490000.00000000
        PA
        USD
        467543.30000000
        0.145102819501
        Long
        LON
        CORP
        IE
        N
        
        2
        
          2028-11-05
          Floating
          4.25043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHEY9
        
          
        
        396038.53000000
        PA
        USD
        391995.78000000
        0.121656524456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LBF2
        
          
          
        
        90000.00000000
        PA
        USD
        85685.68000000
        0.026592689402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -130.00000000
        NC
        USD
        -44687.50000000
        -0.01386883791
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            97.00000000
            USD
            2022-12-19
            XXXX
            49664.50000000
          
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CF9
        
          
          
        
        42000.00000000
        PA
        USD
        32668.64000000
        0.010138765272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting Inc
        5493006PK6I4I2OOT688
        
        65336RAW8
        
          
          
        
        319869.92560000
        PA
        USD
        316159.43000000
        0.098120590552
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-18
          Floating
          4.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAE4
        
          
          
        
        50000.00000000
        PA
        USD
        50145.14000000
        0.015562625318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBV6
        
          
          
        
        10000.00000000
        PA
        USD
        8550.00000000
        0.002653506331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBR3
        
          
          
        
        30000.00000000
        PA
        USD
        23707.25000000
        0.007357583388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2078-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYETH LLC
        549300Q9GR3WRH4N4836
        
        983024AN0
        
          
          
        
        10000.00000000
        PA
        USD
        11560.16000000
        0.003587714356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        29.00000000
        NC
        USD
        4757.83000000
        0.001476600237
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            110.75000000
            USD
            2022-07-22
            XXXX
            -12511.09000000
          
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCB3
        
          
          
        
        100000.00000000
        PA
        USD
        88944.30000000
        0.027604007390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DK3
        
          
          
        
        20000.00000000
        PA
        USD
        17492.50000000
        0.005428825672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CAH7
        
          
        
        71551.46000000
        PA
        USD
        70296.16000000
        0.021816526974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZX9
        
          
          
        
        850000.00000000
        PA
        USD
        861510.93000000
        0.267371310795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VEA8
        
          
          
        
        110000.00000000
        PA
        USD
        107395.99000000
        0.033330519231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D4TE3
        
          
        
        98862.18000000
        PA
        USD
        91019.55000000
        0.028248064585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDG3
        
          
          
        
        50000.00000000
        PA
        USD
        46958.80000000
        0.014573739545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AC1
        
          
          
        
        440000.00000000
        PA
        USD
        381829.80000000
        0.118501496117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        
        42806MAE9
        
          
        
        180000.00000000
        PA
        USD
        159061.03000000
        0.049364847974
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818ES3
        
          
          
        
        70000.00000000
        PA
        USD
        70150.47000000
        0.021771311847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAW1
        
          
          
        
        10000.00000000
        PA
        USD
        8313.85000000
        0.002580216796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AT8
        
          
          
        
        70000.00000000
        PA
        USD
        67810.40000000
        0.021045067337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3JA0
        
          
        
        80601.91000000
        PA
        USD
        70448.19000000
        0.021863709730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404121AJ4
        
          
          
        
        100000.00000000
        PA
        USD
        98559.00000000
        0.030587945089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CH7
        
          
          
        
        440000.00000000
        PA
        USD
        424134.43000000
        0.131630806474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-13
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medline Borrower LP
        254900QT3R363TVK6F09
        
        58503UAC7
        
          
          
        
        498750.00000000
        PA
        USD
        464071.91000000
        0.144025467999
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-23
          Floating
          4.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828ZT0
        
          
          
        
        60000.00000000
        PA
        USD
        55374.61000000
        0.017185599793
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2G8
        
          
          
        
        360000.00000000
        PA
        USD
        360096.49000000
        0.111756528201
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-10
          Fixed
          4.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179T4Q5
        
          
        
        11393.09000000
        PA
        USD
        11660.75000000
        0.003618932626
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AS9
        
          
          
        
        300000.00000000
        PA
        USD
        294453.82000000
        0.091384219376
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-09-11
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMVK8
        
          
        
        276517.54000000
        PA
        USD
        259377.35000000
        0.080498180168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBH4
        
          
          
        
        320000.00000000
        PA
        USD
        315497.63000000
        0.097915199852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XAW5
        
          
          
        
        60000.00000000
        PA
        USD
        50755.20000000
        0.015751958426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HJY7
        
          
          
        
        60000.00000000
        PA
        USD
        59946.92000000
        0.018604623598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HLL2
        
          
          
        
        30000.00000000
        PA
        USD
        28700.85000000
        0.008907355226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings Inc
        529900Z6OTS7RT0V0I47
        
        98919XAB7
        
          
          
        
        130000.00000000
        PA
        USD
        120354.65000000
        0.037352260325
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-09
          Floating
          4.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCR5
        
          
          
        
        260000.00000000
        PA
        USD
        216282.27000000
        0.067123552375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transdigm Inc
        88Q84GB3X55CF5OC7582
        
        89364MBR4
        
          
          
        
        9848.49500000
        PA
        USD
        9364.29000000
        0.002906222550
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-09
          Floating
          3.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A4LV8
        
          
        
        716404.94000000
        PA
        USD
        737362.59000000
        0.228841672640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
          
        
        400000.00000000
        PA
        USD
        399079.68000000
        0.123855024280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBL3
        
          
          
        
        60000.00000000
        PA
        USD
        56823.83000000
        0.017635367564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-06
          Fixed
          3.63300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        
        33851HAD5
        
          
        
        4648.92000000
        PA
        USD
        4613.60000000
        0.001431838223
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        03746AAA8
        
          
          
        
        40000.00000000
        PA
        USD
        42491.00000000
        0.013187150587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06367WB85
        
          
          
        
        160000.00000000
        PA
        USD
        151563.41000000
        0.047037949478
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CR3
        
          
          
        
        360000.00000000
        PA
        USD
        263671.17000000
        0.081830774151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TD0
        
          
          
        
        9873000.00000000
        PA
        USD
        8128255.78000000
        2.522617330434
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        380009.55000000
        0.117936578585
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-02-15
            13455.21000000
            USD
            0.00000000
            USD
            -1596000.00000000
            USD
            366554.34000000
          
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AB9
        
          
          
        
        10000.00000000
        PA
        USD
        10002.28000000
        0.003104223778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMK52
        
          
        
        94949.48000000
        PA
        USD
        87416.07000000
        0.027129718737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46644PAG4
        
          
        
        114920.46000000
        PA
        USD
        106243.97000000
        0.032972987960
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-05-15
          Floating
          5.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M0AK2
        
          
        
        288086.55000000
        PA
        USD
        251307.31000000
        0.077993630199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCE1
        
          
          
        
        10000.00000000
        PA
        USD
        8334.83000000
        0.002586727973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XADE9
        
          
        
        89727.94000000
        PA
        USD
        78288.95000000
        0.024297102280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AE3
        
          
          
        
        190000.00000000
        PA
        USD
        182349.75000000
        0.056592539900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAJ2
        
          
          
        
        90000.00000000
        PA
        USD
        82502.86000000
        0.025604896066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687EH5
        
          
          
        
        50000.00000000
        PA
        USD
        59670.44000000
        0.018518817583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        
        040114HV5
        
          
          
        
        380000.00000000
        PA
        USD
        102489.80000000
        0.031807875228
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        13.00000000
        NC
        
        -20315.14000000
        -0.00630483656
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUNDESOBLIGATION
                Bundesobligation
                
                  
                  
                  
                
              
            
            2022-09-08
            1761214.64000000
            USD
            -20315.14000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGN8
        
          
          
        
        580000.00000000
        PA
        USD
        481398.34000000
        0.149402753579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CQ0
        
          
          
        
        60000.00000000
        PA
        USD
        58884.06000000
        0.018274763277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Eagle Holdings Inc
        549300ZKYR56QRODD510
        
        05554JAH0
        
          
          
        
        46868.13160000
        PA
        USD
        43888.72000000
        0.013620935250
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-01
          Floating
          4.75043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFA27
        
          
        
        91767.38000000
        PA
        USD
        83721.15000000
        0.025982994338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABW4
        
          
          
        
        60000.00000000
        PA
        USD
        51927.90000000
        0.016115907768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBW2
        
          
          
        
        40000.00000000
        PA
        USD
        33441.78000000
        0.010378710521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-31
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDX7
        
          
          
        
        30000.00000000
        PA
        USD
        25733.94000000
        0.007986569908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BG8
        
          
          
        
        20000.00000000
        PA
        USD
        18953.70000000
        0.005882311456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        539439AQ2
        
          
          
        
        400000.00000000
        PA
        USD
        374630.60000000
        0.116267212751
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-11-07
          Fixed
          3.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -176189.61000000
        -0.05468073048
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -10719733.31000000
            USD
            13571660.00000000
            CAD
            2022-07-19
            -176189.61000000
          
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281ABA6
        
          
          
        
        113000.00000000
        PA
        USD
        112340.08000000
        0.034864925560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LHPM0
        
          
        
        19316.21000000
        PA
        USD
        19258.28000000
        0.005976838352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAF6
        
          
          
        
        260000.00000000
        PA
        USD
        242375.90000000
        0.075221752657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BQ1
        
          
          
        
        30000.00000000
        PA
        USD
        30087.03000000
        0.009337558432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        561838.56000000
        0.174367505984
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-08-15
            380519.37000000
            USD
            0.00000000
            USD
            -6856000.00000000
            USD
            181319.19000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLVJ3
        
          
        
        432815.66000000
        PA
        USD
        378484.28000000
        0.117463208573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KA8
        
          
          
        
        990000.00000000
        PA
        USD
        970396.45000000
        0.301164108071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-29
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        
        26439XAH6
        
          
          
        
        20000.00000000
        PA
        USD
        19724.70000000
        0.006121592553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-03
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        549300818AKCJ4Q9TD76
        
        12649AAS8
        
          
          
        
        640000.00000000
        PA
        USD
        463269.70000000
        0.143776500828
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          4.37330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335BCW4
        
          
        
        345234.34000000
        PA
        USD
        328105.30000000
        0.101828010632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        
        002824BG4
        
          
          
        
        230000.00000000
        PA
        USD
        244095.48000000
        0.075755427092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBX6
        
          
          
        
        820000.00000000
        PA
        USD
        755008.60000000
        0.234318140390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UEA6
        
          
          
        
        47902.40000000
        PA
        USD
        49134.44000000
        0.015248952938
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        277655.18000000
        0.086170734276
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2045-08-19
            0.00000000
            USD
            0.00000000
            USD
            -820000.00000000
            USD
            277655.18000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        2.00000000
        NC
        USD
        -1100.00000000
        -0.00034138677
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                MEXICAN PESO
                MEXICAN PESO
                
                  
                  
                
              
            
            2022-09-19
            50060.00000000
            USD
            -1100.00000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NWU3
        
          
        
        4250.69000000
        PA
        USD
        4197.62000000
        0.001302738157
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-16
          Variable
          3.33500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAB2
        
          
          
        
        70000.00000000
        PA
        USD
        58449.27000000
        0.018139825498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        
        459200JY8
        
          
          
        
        200000.00000000
        PA
        USD
        198584.55000000
        0.061631036343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        II-VI Incorporated
        549300O5C25A0MMHHU33
        
        000000000
        
          
        
        160000.00000000
        PA
        USD
        153800.00000000
        0.047732078802
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-08
          Floating
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508BJ2
        
          
          
        
        50000.00000000
        PA
        USD
        42933.18000000
        0.013324381866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDC5
        
          
          
        
        50000.00000000
        PA
        USD
        44433.96000000
        0.013790151366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AEFK7
        
          
        
        31015.07000000
        PA
        USD
        31059.06000000
        0.009639229515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        -3600000.00000000
        PA
        USD
        -3550992.19000000
        -1.10205617062
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        25.00000000
        NC
        USD
        2539.08000000
        0.000788007585
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            110.25000000
            USD
            2022-07-22
            XXXX
            -16254.18000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTL3
        
          
        
        99016.26000000
        PA
        USD
        95663.54000000
        0.029689334394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEYF9
        
          
        
        56541.62000000
        PA
        USD
        52962.54000000
        0.016437009966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AWWM2
        
          
        
        98140.14000000
        PA
        USD
        85593.36000000
        0.026564037740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAD2
        
          
          
        
        730000.00000000
        PA
        USD
        580186.66000000
        0.180061868501
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2048-02-10
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Therapeutics USA Inc
        254900IS87RLPXY88S03
        
        44055UAD7
        
          
          
        
        58600.00000000
        PA
        USD
        56750.58000000
        0.017612634308
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-15
          Floating
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EER7
        
          
        
        99171.65000000
        PA
        USD
        94017.08000000
        0.029178352869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -108988.89000000
        -0.03382487832
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-07-18
            8563.63000000
            USD
            0.00000000
            USD
            28260000.00000000
            MXN
            -117552.52000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYN8
        
          
          
        
        1630000.00000000
        PA
        USD
        1344975.82000000
        0.417415421509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCE9
        
          
          
        
        185000.00000000
        PA
        USD
        161737.55000000
        0.050195510285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGKB4
        
          
        
        91246.92000000
        PA
        USD
        79837.36000000
        0.024777653829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        46513JB34
        
          
          
        
        400000.00000000
        PA
        USD
        371445.60000000
        0.115278742849
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        549300GHXFJ3EKF50583
        
        15911AAC7
        
          
          
        
        155509.60030000
        PA
        USD
        151758.71000000
        0.047098561149
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          4.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829VAD8
        
          
        
        240000.00000000
        PA
        USD
        220152.94000000
        0.068324821071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        
        413875AT2
        
          
          
        
        60000.00000000
        PA
        USD
        58451.86000000
        0.018140629308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-27
          Fixed
          5.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -34.00000000
        NC
        USD
        -25500.00000000
        -0.00791396625
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            120.50000000
            USD
            2022-08-26
            XXXX
            -6965.07000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TA6
        
          
          
        
        1240000.00000000
        PA
        USD
        943707.82000000
        0.292881248576
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AC5
        
          
          
        
        340000.00000000
        PA
        USD
        312370.42000000
        0.096944665169
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCE3
        
          
          
        
        240000.00000000
        PA
        USD
        197975.09000000
        0.061441889446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CL2
        
          
          
        
        160000.00000000
        PA
        USD
        159228.03000000
        0.049416676694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEN95
        
          
        
        81947.89000000
        PA
        USD
        71506.01000000
        0.022192005879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DM5J0
        
          
        
        97774.22000000
        PA
        USD
        88629.79000000
        0.027506398703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilot Travel Centers LLC
        549300115UILLXNE1Z49
        
        72165NBH1
        
          
          
        
        367224.99910000
        PA
        USD
        352811.42000000
        0.109495594941
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-04
          Floating
          3.13409000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BN3
        
          
          
        
        30000.00000000
        PA
        USD
        26953.03000000
        0.008364916462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ARH40
        
          
        
        91073.53000000
        PA
        USD
        82670.02000000
        0.025656774442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HQ7
        
          
          
        
        20000.00000000
        PA
        USD
        18740.40000000
        0.005816113456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBT7
        
          
          
        
        310000.00000000
        PA
        USD
        284764.06000000
        0.088376986684
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CH6
        
          
          
        
        90000.00000000
        PA
        USD
        82047.60000000
        0.025463605388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HMRW6
        
          
        
        88945.22000000
        PA
        USD
        90823.33000000
        0.028187167390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416WYK2
        
          
        
        119963.36000000
        PA
        USD
        121407.56000000
        0.037679032647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XBD6
        
          
          
        
        60000.00000000
        PA
        USD
        36648.00000000
        0.011373766085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCAP LLC Trust
        N/A
        
        05490QAB4
        
          
        
        330077.15000000
        PA
        USD
        324609.19000000
        0.100742987238
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-26
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36189ML55
        
          
        
        350172.88000000
        PA
        USD
        351387.08000000
        0.109053548718
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M33H1
        
          
        
        97721.63000000
        PA
        USD
        88578.68000000
        0.027490536632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411BC8
        
          
          
        
        90000.00000000
        PA
        USD
        65860.21000000
        0.020439822715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZR8
        
          
          
        
        40000.00000000
        PA
        USD
        37886.35000000
        0.011758090011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AA5
        
          
          
        
        50000.00000000
        PA
        USD
        40300.43000000
        0.012507303644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFLM1
        
          
        
        96827.45000000
        PA
        USD
        90540.94000000
        0.028099527197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAG8
        
          
          
        
        70000.00000000
        PA
        USD
        66100.49000000
        0.020514394002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        
        64952WDQ3
        
          
          
        
        60000.00000000
        PA
        USD
        55339.37000000
        0.017174663002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-24
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUF7
        
          
        
        99419.21000000
        PA
        USD
        93419.54000000
        0.028992905364
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83404FAD6
        
          
        
        140000.00000000
        PA
        USD
        136732.41000000
        0.042435124636
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-03-26
          Variable
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCC3
        
          
          
        
        440000.00000000
        PA
        USD
        381430.67000000
        0.118377625476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.96900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -17.00000000
        NC
        USD
        -12218.75000000
        -0.00379210882
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            119.00000000
            USD
            2022-07-22
            XXXX
            -6279.41000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDQ2
        
          
          
        
        20000.00000000
        PA
        USD
        19248.99000000
        0.005973955185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYVS5
        
          
        
        279672.91000000
        PA
        USD
        250119.33000000
        0.077624938684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AM5
        
          
          
        
        110000.00000000
        PA
        USD
        93807.75000000
        0.029113386965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCN9
        
          
          
        
        20000.00000000
        PA
        USD
        20028.67000000
        0.006215930134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-10-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVQG0
        
          
        
        169745.60000000
        PA
        USD
        26680.53000000
        0.008280345646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        
        552704AF5
        
          
          
        
        20000.00000000
        PA
        USD
        18296.82000000
        0.005678447685
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        158940.74000000
        0.049327515778
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -38498848.00000000
            CNY
            5910144.87000000
            USD
            2022-07-19
            158940.74000000
          
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AU7
        
          
          
        
        70000.00000000
        PA
        USD
        66003.75000000
        0.020484370587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BU9
        
          
          
        
        10000.00000000
        PA
        USD
        9388.34000000
        0.002913686506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        
        683720AC0
        
          
          
        
        10000.00000000
        PA
        USD
        8294.76000000
        0.002574292184
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        
        852060AT9
        
          
          
        
        60000.00000000
        PA
        USD
        72404.40000000
        0.022470822668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CA5
        
          
          
        
        90000.00000000
        PA
        USD
        76824.45000000
        0.023842592336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BK9
        
          
          
        
        80000.00000000
        PA
        USD
        74824.74000000
        0.023221979103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06368BGS1
        
          
          
        
        30000.00000000
        PA
        USD
        27831.43000000
        0.008637529323
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-12-15
          Fixed
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CC6
        
          
          
        
        110000.00000000
        PA
        USD
        81159.05000000
        0.025187842458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magenta Buyer LLC
        N/A
        
        55910RAB9
        
          
          
        
        498550.00000000
        PA
        USD
        449584.91000000
        0.139529404113
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-27
          Floating
          6.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L57D2
        
          
        
        95872.78000000
        PA
        USD
        83617.20000000
        0.025950733287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        91911KAN2
        
          
          
        
        10000.00000000
        PA
        USD
        8800.00000000
        0.002731094235
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDU3
        
          
          
        
        100000.00000000
        PA
        USD
        85502.88000000
        0.026535957126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBH6
        
          
          
        
        200000.00000000
        PA
        USD
        147654.43000000
        0.045824791211
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCC7
        
          
          
        
        430000.00000000
        PA
        USD
        385905.62000000
        0.119766433448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEF8
        
          
          
        
        60000.00000000
        PA
        USD
        46198.66000000
        0.014337828866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KH5T9
        
          
        
        48357.66000000
        PA
        USD
        46937.41000000
        0.014567101124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -35170.39000000
        -0.01091518743
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -541130.57000000
            USD
            8247386.00000000
            ZAR
            2022-07-19
            -35170.39000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        
        78015K7G3
        
          
          
        
        200000.00000000
        PA
        USD
        197849.46000000
        0.061402899972
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-04-17
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7BY9
        
          
        
        1618191.50000000
        PA
        USD
        1634530.02000000
        0.507279035892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q95N9
        
          
        
        110275.87000000
        PA
        USD
        113714.33000000
        0.035291426271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691KAA9
        
          
        
        272114.64000000
        PA
        USD
        265387.61000000
        0.082363474082
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          2.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHLP5
        
          
        
        138032.28000000
        PA
        USD
        130916.52000000
        0.040630153766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H050672
        
          
        
        300000.00000000
        PA
        USD
        307500.00000000
        0.095433122443
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RC4
        
          
          
        
        80000.00000000
        PA
        USD
        82175.00000000
        0.025503144184
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAW1
        
          
          
        
        10000.00000000
        PA
        USD
        9638.28000000
        0.002991255789
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DTQ5
        
          
        
        78720.92000000
        PA
        USD
        68832.18000000
        0.021362178413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418B2M7
        
          
        
        77662.90000000
        PA
        USD
        76300.76000000
        0.023680064298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AP3
        
          
          
        
        20000.00000000
        PA
        USD
        19946.90000000
        0.006190552683
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBZ1
        
          
          
        
        350000.00000000
        PA
        USD
        339187.99000000
        0.105267541402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BT5
        
          
          
        
        30000.00000000
        PA
        USD
        29904.58000000
        0.009280934779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AQ0
        
          
          
        
        30000.00000000
        PA
        USD
        24531.19000000
        0.007613294500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDF35
        
          
        
        95074.12000000
        PA
        USD
        85027.22000000
        0.026388335275
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JBUY0
        
          
        
        79791.51000000
        PA
        USD
        70704.02000000
        0.021943106985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Variable
          2.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        
        21036PBH0
        
          
          
        
        90000.00000000
        PA
        USD
        73088.69000000
        0.022683193177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173UAF4
        
          
        
        250000.00000000
        PA
        USD
        214487.13000000
        0.066566427772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          3.40541000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAJ7
        
          
          
        
        160000.00000000
        PA
        USD
        160474.62000000
        0.049803557917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFR0
        
          
          
        
        300000.00000000
        PA
        USD
        268627.09000000
        0.083368851940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661DU8
        
          
          
        
        40000.00000000
        PA
        USD
        39561.68000000
        0.012278031387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE & COMPANY
        PWFTNG3EI0Y73OXWDH08
        
        244199BJ3
        
          
          
        
        10000.00000000
        PA
        USD
        9348.26000000
        0.002901247613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AN0
        
          
          
        
        20000.00000000
        PA
        USD
        18000.30000000
        0.005586422224
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CS2
        
          
          
        
        10000.00000000
        PA
        USD
        8950.00000000
        0.002777646978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53981.76000000
        -0.01675332654
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -534067.66000000
            USD
            2527208.19000000
            BRL
            2022-07-19
            -53981.76000000
          
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        
        166756AR7
        
          
          
        
        40000.00000000
        PA
        USD
        39770.60000000
        0.012342870047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CK4
        
          
          
        
        220000.00000000
        PA
        USD
        168384.30000000
        0.052258339900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WKLT3
        
          
        
        800706.89000000
        PA
        USD
        761144.88000000
        0.236222544815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MPRV5
        
          
        
        99749.29000000
        PA
        USD
        98951.16000000
        0.030709652579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468P7
        
          
          
        
        270000.00000000
        PA
        USD
        248264.45000000
        0.077049273675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAE7
        
          
          
        
        50000.00000000
        PA
        USD
        35929.90000000
        0.011150902588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBF1
        
          
          
        
        170000.00000000
        PA
        USD
        124941.45000000
        0.038775781125
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BFY1
        
          
          
        
        50000.00000000
        PA
        USD
        49269.51000000
        0.015290872131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-03
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L9U26
        
          
        
        38485.11000000
        PA
        USD
        36789.90000000
        0.011417804980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTQ2
        
          
        
        95141.30000000
        PA
        USD
        93092.27000000
        0.028891336590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017CY3
        
          
          
        
        130000.00000000
        PA
        USD
        128423.66000000
        0.039856490632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653TAB7
        
          
        
        299522.71000000
        PA
        USD
        278468.57000000
        0.086423171179
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON Luxembourg Sarl
        635400PUWMHSPI2DDA35
        
        000000000
        
          
          
        
        140259.16040000
        PA
        USD
        135866.24000000
        0.042166307375
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-07-03
          Floating
          4.56250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AK6
        
          
          
        
        20000.00000000
        PA
        USD
        19244.31000000
        0.005972502740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDP4
        
          
          
        
        60000.00000000
        PA
        USD
        59724.62000000
        0.018535632433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWT7
        
          
          
        
        100000.00000000
        PA
        USD
        100065.04000000
        0.031055347039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADME5
        
          
        
        52929.18000000
        PA
        USD
        50596.57000000
        0.015702727349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BZ8
        
          
          
        
        50000.00000000
        PA
        USD
        42869.01000000
        0.013304466602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BR9
        
          
          
        
        50000.00000000
        PA
        USD
        49395.30000000
        0.015329911261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBYG9
        
          
        
        92307.60000000
        PA
        USD
        83977.24000000
        0.026062472284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBL8
        
          
          
        
        10000.00000000
        PA
        USD
        9968.60000000
        0.003093771136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-14
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        
        410345AJ1
        
          
          
        
        10000.00000000
        PA
        USD
        9807.05000000
        0.003043633832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178NF95
        
          
        
        34564.59000000
        PA
        USD
        33108.24000000
        0.010275195843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QLMX1
        
          
        
        189132.72000000
        PA
        USD
        164952.93000000
        0.051193408670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CN8
        
          
          
        
        150000.00000000
        PA
        USD
        144813.73000000
        0.044943175371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-20
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
          
        
        400000.00000000
        PA
        USD
        369819.73000000
        0.114774151464
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541WAX0
        
          
        
        640000.00000000
        PA
        USD
        616863.49000000
        0.191444582024
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-06-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XW2N2
        
          
        
        26032.82000000
        PA
        USD
        25461.14000000
        0.007901905987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABP55
        
          
        
        197461.78000000
        PA
        USD
        185350.80000000
        0.057523920622
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SW9
        
          
          
        
        690000.00000000
        PA
        USD
        541447.85000000
        0.168039216149
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QCB6
        
          
          
        
        150000.00000000
        PA
        USD
        135455.25000000
        0.042038755963
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-08-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        06417XAG6
        
          
          
        
        200000.00000000
        PA
        USD
        184112.41000000
        0.057139584282
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-05-04
          Fixed
          4.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AD9
        
          
          
        
        30000.00000000
        PA
        USD
        29852.31000000
        0.009264712700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Floating
          2.62143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XUM38
        
          
        
        27239.55000000
        PA
        USD
        26641.43000000
        0.008268210898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2Z5
        
          
          
        
        830000.00000000
        PA
        USD
        769475.65000000
        0.238808012761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-25
          Fixed
          4.61100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        193054.99000000
        0.059914928452
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-02-15
            16079.72000000
            USD
            0.00000000
            USD
            -1120000.00000000
            USD
            176975.27000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657GAA3
        
          
        
        94893.17000000
        PA
        USD
        87265.92000000
        0.027083119442
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-10-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        
        58940BAF3
        
          
        
        160000.00000000
        PA
        USD
        142464.70000000
        0.044214150110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017DD8
        
          
          
        
        80000.00000000
        PA
        USD
        80282.05000000
        0.024915664090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        
        74166MAC0
        
          
          
        
        70000.00000000
        PA
        USD
        65415.70000000
        0.020301868318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terrier Media Buyer Inc
        N/A
        
        88145LAE4
        
          
          
        
        165033.10820000
        PA
        USD
        152525.25000000
        0.047336458078
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-17
          Floating
          5.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJA8
        
          
          
        
        430000.00000000
        PA
        USD
        371650.83000000
        0.115342436311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -28.00000000
        NC
        USD
        -5687.50000000
        -0.00176512482
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            116.00000000
            USD
            2022-07-22
            XXXX
            10451.56000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -1.00000000
        NC
        USD
        -718.75000000
        -0.00022306522
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            96.50000000
            USD
            2022-12-19
            XXXX
            -58.35000000
          
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBG4
        
          
          
        
        250000.00000000
        PA
        USD
        182025.26000000
        0.056491833903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CW7
        
          
          
        
        170000.00000000
        PA
        USD
        166809.04000000
        0.051769455411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE VANGUARD GROUP INC
        N/A
        
        000000000
        
          
        
        120000.00000000
        PA
        USD
        87240.83000000
        0.027075332720
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2050-08-22
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        
        85769EAZ4
        
          
          
        
        497147.42290000
        PA
        USD
        469113.28000000
        0.145590065334
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-08
          Floating
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS NV
        X3CZP3CK64YBHON1LE12
        
        00077TAA2
        
          
          
        
        100000.00000000
        PA
        USD
        102076.38000000
        0.031679569662
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-05-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BYV2
        
          
        
        104577.46000000
        PA
        USD
        102743.90000000
        0.031886735574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617B8HH4
        
          
        
        445857.20000000
        PA
        USD
        439943.01000000
        0.136537024851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EJ2
        
          
          
        
        110000.00000000
        PA
        USD
        95507.22000000
        0.029640820229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ASGU1
        
          
        
        95260.98000000
        PA
        USD
        86348.96000000
        0.026798539423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFL3
        
          
          
        
        10000.00000000
        PA
        USD
        9314.14000000
        0.002890658416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BDP41
        
          
        
        100000.00000000
        PA
        USD
        93354.80000000
        0.028972813200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WGBJ2
        
          
        
        29834.34000000
        PA
        USD
        29181.85000000
        0.009056634355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAW8
        
          
          
        
        50000.00000000
        PA
        USD
        47582.13000000
        0.014767191019
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XCRW7
        
          
          
        
        235771.83000000
        PA
        USD
        224469.90000000
        0.069664596590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        67452000.00000000
        PA
        
        110376.00000000
        0.034255370155
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2028-01-19
          Fixed
          7.05000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHEL7
        
          
        
        495584.36000000
        PA
        USD
        448069.37000000
        0.139059053823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABV6
        
          
          
        
        60000.00000000
        PA
        USD
        52674.30000000
        0.016347554216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -100968.46000000
        -0.03133572489
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.HY.38.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            171279.84000000
            USD
            0.00000000
            USD
            3514500.00000000
            USD
            -272248.30000000
          
        
        
          N
          N
          N
        
      
      
        MHC Commercial Mortgage Trust
        N/A
        
        55293AAA5
        
          
        
        110000.00000000
        PA
        USD
        105765.59000000
        0.032824521953
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-15
          Floating
          2.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754AAB9
        
          
        
        520000.00000000
        PA
        USD
        464454.90000000
        0.144144329565
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          2.57566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TAL9
        
          
        
        117486.21000000
        PA
        USD
        118293.86000000
        0.036712690815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EY0
        
          
          
        
        100000.00000000
        PA
        USD
        98349.89000000
        0.030523047462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sterigenics-Nordion Holdings LLC
        549300OVT7MBXFLOFU20
        
        83600VAE1
        
          
          
        
        290000.00000000
        PA
        USD
        276587.50000000
        0.085839378061
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-11
          Floating
          4.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -95098.27000000
        -0.02951390193
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -1894164.88000000
            USD
            1477462.92000000
            GBP
            2022-07-19
            -95098.27000000
          
        
        
          N
          N
          N
        
      
      
        Numericable U.S. LLC
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        127172.36852500
        PA
        USD
        116044.79000000
        0.036014688302
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2026-01-31
          Floating
          4.73179000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Guarantor Inc
        N/A
        
        71913BAH5
        
          
          
        
        138250.00000000
        PA
        USD
        130127.81000000
        0.040385376341
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-05
          Floating
          5.14157000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W9BG4
        
          
        
        44636.23000000
        PA
        USD
        42647.98000000
        0.013235869584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        93566.18000000
        0.029038415325
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-18
            0.00000000
            USD
            -11504.98000000
            USD
            -3110000.00000000
            USD
            105071.16000000
          
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175JAC4
        
          
        
        200000.00000000
        PA
        USD
        187243.42000000
        0.058111298301
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-10-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTU3
        
          
        
        98098.93000000
        PA
        USD
        95357.84000000
        0.029594459904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SP4
        
          
          
        
        3810000.00000000
        PA
        USD
        2509614.27000000
        0.778862848507
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SX7
        
          
          
        
        750000.00000000
        PA
        USD
        633427.73000000
        0.196585320704
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64831TAA5
        
          
        
        81593.95000000
        PA
        USD
        72968.43000000
        0.022645870291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-27
          Variable
          1.15612000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RBA9
        
          
          
        
        10000.00000000
        PA
        USD
        10310.52000000
        0.003199886561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-08-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TV77
        
          
        
        36224.26000000
        PA
        USD
        37170.47000000
        0.011535915495
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAT8
        
          
          
        
        170000.00000000
        PA
        USD
        176096.61000000
        0.054651867785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -40.00000000
        NC
        USD
        -8125.00000000
        -0.00252160689
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            116.00000000
            USD
            2022-07-22
            XXXX
            11805.80000000
          
        
        
          N
          N
          N
        
      
      
        Whatabrands LLC
        254900HMMX4HTWIP0085
        
        96244UAF4
        
          
          
        
        22.50000000
        PA
        USD
        21.15000000
        0.000006563936
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-03
          Floating
          4.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
          
        
        80000.00000000
        PA
        USD
        71123.20000000
        0.022073200176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKK24
        
          
        
        1470735.64000000
        PA
        USD
        1342586.96000000
        0.416674034944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CJ2
        
          
          
        
        30000.00000000
        PA
        USD
        24297.24000000
        0.007540687739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382LLM1
        
          
        
        339043.01000000
        PA
        USD
        39800.97000000
        0.012352295425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CP1
        
          
          
        
        158000.00000000
        PA
        USD
        152641.48000000
        0.047372530246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-26
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CCR0
        
          
          
        
        1690000.00000000
        PA
        USD
        1494923.82000000
        0.463952025881
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKE1
        
          
          
        
        30000.00000000
        PA
        USD
        22083.25000000
        0.006853572361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKJ0
        
          
          
        
        20000.00000000
        PA
        USD
        15193.70000000
        0.004715389373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRICK NA FINANCE LLC
        N/A
        
        06849RAG7
        
          
          
        
        270000.00000000
        PA
        USD
        280079.51000000
        0.086923129014
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-05-30
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYWE5
        
          
        
        292696.58000000
        PA
        USD
        261761.78000000
        0.081238191876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        
        000000000
        
          
          
        
        1500000.00000000
        PA
        
        229320.66000000
        0.071170037803
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-05-21
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AHAA5
        
          
        
        95360.81000000
        PA
        USD
        85950.87000000
        0.026674991547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS
        N/A
        
        843452AZ6
        
          
          
        
        50000.00000000
        PA
        USD
        58584.26000000
        0.018181719862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KGNJ3
        
          
        
        161285.51000000
        PA
        USD
        153240.84000000
        0.047558542592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNTM4
        
          
        
        98649.58000000
        PA
        USD
        95408.40000000
        0.029610151282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WKZ24
        
          
          
        
        70701.37000000
        PA
        USD
        72107.66000000
        0.022378728929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGA1
        
          
        
        295694.88000000
        PA
        USD
        286117.24000000
        0.088796948286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -2.00000000
        NC
        USD
        -2171.88000000
        -0.00067404647
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            111.50000000
            USD
            2022-07-22
            XXXX
            -690.96000000
          
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        
        95058XAK4
        
          
        
        108900.00000000
        PA
        USD
        92702.62000000
        0.028770408082
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J6EW3
        
          
        
        34727.35000000
        PA
        USD
        37732.97000000
        0.011710488280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AH0
        
          
          
        
        200000.00000000
        PA
        USD
        189013.00000000
        0.058660490317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Variable
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAH7
        
          
          
        
        20000.00000000
        PA
        USD
        18334.20000000
        0.005690048629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300ZUZB9UCBWEBN39
        
        63941BAC9
        
          
        
        155273.25000000
        PA
        USD
        153594.93000000
        0.047668434996
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-15
          Floating
          2.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFSM4
        
          
        
        194965.42000000
        PA
        USD
        176526.98000000
        0.054785433811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AF5
        
          
          
        
        60000.00000000
        PA
        USD
        59907.00000000
        0.018592234361
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380L2S1
        
          
        
        203576.66000000
        PA
        USD
        201275.98000000
        0.062466325997
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2069-06-20
          Floating
          1.30329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378KYP8
        
          
        
        39827.15000000
        PA
        USD
        37846.43000000
        0.011745700774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-16
          Variable
          2.85081000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AK9
        
          
          
        
        80000.00000000
        PA
        USD
        73556.45000000
        0.022828363250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        83162CC68
        
          
        
        75443.53000000
        PA
        USD
        69679.81000000
        0.021625241754
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2044-07-01
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67114VAB9
        
          
        
        500000.00000000
        PA
        USD
        418650.20000000
        0.129928766822
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-11-25
          Variable
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382UG39
        
          
        
        953195.62000000
        PA
        USD
        143905.09000000
        0.044661177477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XY32
        
          
        
        200000.00000000
        PA
        USD
        197513.14000000
        0.061298522516
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-01-25
          Floating
          5.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QN5C2
        
          
        
        99332.18000000
        PA
        USD
        93951.92000000
        0.029158130358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -213.00000000
        NC
        USD
        -153311.33000000
        -0.04758041927
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -25093844.92000000
            USD
            -153311.33000000
          
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAJ1
        
          
          
        
        200000.00000000
        PA
        USD
        162042.00000000
        0.050289996835
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verscend Holding Corp
        N/A
        
        92531HAD9
        
          
          
        
        148185.19060000
        PA
        USD
        142257.78000000
        0.044149932153
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-27
          Floating
          5.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397EWH4
        
          
        
        1481318.59000000
        PA
        USD
        184750.50000000
        0.057337616546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-15
          Floating
          5.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMT62
        
          
        
        80294.69000000
        PA
        USD
        70403.42000000
        0.021849815288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAV2
        
          
          
        
        60000.00000000
        PA
        USD
        62115.49000000
        0.019277642805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        
        48667QAQ8
        
          
          
        
        200000.00000000
        PA
        USD
        176855.15000000
        0.054887281901
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2030-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CV5
        
          
          
        
        190000.00000000
        PA
        USD
        177552.24000000
        0.055103624910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABB0
        
          
          
        
        630000.00000000
        PA
        USD
        616967.95000000
        0.191477001354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        
        41984LAA5
        
          
          
        
        810000.00000000
        PA
        USD
        727926.75000000
        0.225913244432
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLGL5
        
          
        
        173163.53000000
        PA
        USD
        151242.45000000
        0.046938339023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFP4
        
          
          
        
        90000.00000000
        PA
        USD
        88260.72000000
        0.027391857231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLA49
        
          
        
        74393.76000000
        PA
        USD
        67051.54000000
        0.020809553908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CM5
        
          
          
        
        50000.00000000
        PA
        USD
        45220.75000000
        0.014034332916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AX6
        
          
        
        590000.00000000
        PA
        USD
        604012.50000000
        0.187456256488
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBJ3
        
          
          
        
        40000.00000000
        PA
        USD
        39117.40000000
        0.012140148370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381HGG0
        
          
        
        2200000.00000000
        PA
        USD
        1651251.01000000
        0.512468422188
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-09-16
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        78680.32000000
        0.024418564593
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2032-03-18
            10310.48000000
            USD
            0.00000000
            USD
            -1272000.00000000
            USD
            68369.84000000
          
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAV5
        
          
          
        
        150000.00000000
        PA
        USD
        156310.18000000
        0.048511117226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        
        22550L2C4
        
          
          
        
        520000.00000000
        PA
        USD
        498381.14000000
        0.154673393032
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-04-09
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381ETV0
        
          
        
        297734.55000000
        PA
        USD
        17466.49000000
        0.005420753427
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-02-16
          Variable
          0.64046000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        
        000000000
        
          
          
        
        153190.28000000
        PA
        USD
        149743.50000000
        0.046473137465
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2025-05-30
          Floating
          4.23886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216BG5
        
          
          
        
        2000.00000000
        PA
        USD
        1982.47000000
        0.000615262771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHA1
        
          
        
        89238.29000000
        PA
        USD
        77866.10000000
        0.024165870099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BQ4
        
          
          
        
        40000.00000000
        PA
        USD
        35715.83000000
        0.011084465618
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2046-05-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGJ7
        
          
          
        
        240000.00000000
        PA
        USD
        205405.61000000
        0.063747963348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        05581KAC5
        
          
          
        
        200000.00000000
        PA
        USD
        195919.72000000
        0.060804002042
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-03-13
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X66J5
        
          
        
        39144.47000000
        PA
        USD
        39956.48000000
        0.012400558205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFA68
        
          
        
        96180.41000000
        PA
        USD
        87156.90000000
        0.027049284909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        
        651229AW6
        
          
          
        
        10000.00000000
        PA
        USD
        9555.58000000
        0.002965589711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Variable
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDGD2
        
          
        
        189671.67000000
        PA
        USD
        170913.83000000
        0.053043383628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAX4
        
          
          
        
        60000.00000000
        PA
        USD
        58506.04000000
        0.018157444159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFN9
        
          
          
        
        60000.00000000
        PA
        USD
        59667.13000000
        0.018517790319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        
        68245XAH2
        
          
          
        
        30000.00000000
        PA
        USD
        26101.20000000
        0.008100549644
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -118.00000000
        NC
        USD
        -40562.50000000
        -0.01258863749
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            97.00000000
            USD
            2022-12-19
            XXXX
            59489.70000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        1600000.00000000
        PA
        USD
        1606562.50000000
        0.498599270817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WJ5M6
        
          
        
        55953.73000000
        PA
        USD
        54794.98000000
        0.017005710685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BS7
        
          
          
        
        270000.00000000
        PA
        USD
        252560.95000000
        0.078382699401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-06-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H24R2
        
          
        
        190645.30000000
        PA
        USD
        27197.40000000
        0.008440757087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AH0
        
          
          
        
        360000.00000000
        PA
        USD
        321533.06000000
        0.099788305316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERSHEY COMPANY
        21X2CX66SU2BR6QTAD08
        
        427866BF4
        
          
          
        
        20000.00000000
        PA
        USD
        18539.04000000
        0.005753621054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12659FAA3
        
          
        
        687499.93000000
        PA
        USD
        619399.35000000
        0.192231590277
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORP
        5493007XLF4LU3U2W757
        
        90327QD55
        
          
          
        
        150000.00000000
        PA
        USD
        128696.61000000
        0.039941201106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2PV9
        
          
        
        88365.32000000
        PA
        USD
        77262.11000000
        0.023978420825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC
        98450038B4549046D794
        
        01957TAH0
        
          
          
        
        501613.00180000
        PA
        USD
        460856.95000000
        0.143027699962
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-12
          Floating
          5.11285500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        
        438516CB0
        
          
          
        
        60000.00000000
        PA
        USD
        56554.65000000
        0.017551827116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493000NQN5E3MSIIG77
        
        78442GJH0
        
          
          
        
        116697.41000000
        PA
        USD
        113123.47000000
        0.035108051914
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-12-17
          Floating
          2.49886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        74977RDP6
        
          
          
        
        760000.00000000
        PA
        USD
        686676.09000000
        0.213111035370
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-04-06
          Fixed
          3.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SQ2
        
          
          
        
        1980000.00000000
        PA
        USD
        1368752.34000000
        0.424794502955
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAV1
        
          
          
        
        1114000.00000000
        PA
        USD
        1132046.80000000
        0.351332555696
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-01-27
          Fixed
          5.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225433AR2
        
          
          
        
        250000.00000000
        PA
        USD
        244789.91000000
        0.075970944566
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SQV2
        
          
        
        21196.41000000
        PA
        USD
        20337.11000000
        0.006311654987
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAH7
        
          
          
        
        520000.00000000
        PA
        USD
        442621.83000000
        0.137368400971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allspring Buyer LLC
        N/A
        
        98922AAC0
        
          
          
        
        84787.50000000
        PA
        USD
        81747.02000000
        0.025370319899
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-01
          Floating
          4.93750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHNB9
        
          
        
        200000.00000000
        PA
        USD
        197841.98000000
        0.061400578542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDP34
        
          
        
        279628.95000000
        PA
        USD
        243973.54000000
        0.075717582815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4HK8
        
          
        
        89395.26000000
        PA
        USD
        78065.47000000
        0.024227744901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HY87
        
          
        
        84471.19000000
        PA
        USD
        11901.35000000
        0.003693603225
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKQL5
        
          
        
        178288.03000000
        PA
        USD
        160750.95000000
        0.049889317379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AthenaHealth Group Inc
        254900AA3KZN4Q7A5Z33
        
        04686RAB9
        
          
          
        
        538695.65000000
        PA
        USD
        497622.80000000
        0.154438040986
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          5.00914000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -11805.32000000
        -0.00366380015
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.IG.38.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            654443.87000000
            USD
            0.00000000
            USD
            64082000.00000000
            USD
            -666249.19000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JC6
        
          
          
        
        80000.00000000
        PA
        USD
        78915.75000000
        0.024491630674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BKY1
        
          
        
        48028.27000000
        PA
        USD
        48044.34000000
        0.014910638640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNHF2
        
          
        
        95028.81000000
        PA
        USD
        88714.21000000
        0.027532598586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAM5
        
          
          
        
        20000.00000000
        PA
        USD
        23759.33000000
        0.007373746501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PCI Gaming Authority
        549300KPXAJ1LRW5LP59
        
        70455DAG9
        
          
          
        
        72813.46690000
        PA
        USD
        69941.34000000
        0.021706408013
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-29
          Floating
          4.16614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MNP83
        
          
        
        99692.44000000
        PA
        USD
        96380.29000000
        0.029911778916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEM9
        
          
          
        
        6730000.00000000
        PA
        USD
        6652184.38000000
        2.064516183598
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNEG4
        
          
        
        99281.28000000
        PA
        USD
        98486.94000000
        0.030565581151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83X3
        
          
        
        89799.40000000
        PA
        USD
        80999.07000000
        0.025138192407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BH1
        
          
          
        
        30000.00000000
        PA
        USD
        30087.33000000
        0.009337651537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKS7
        
          
          
        
        90000.00000000
        PA
        USD
        89624.28000000
        0.027815040283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-25
          Fixed
          3.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP BILLITON FIN USA LTD
        5493003NUVITP3TMY274
        
        055451AV0
        
          
          
        
        250000.00000000
        PA
        USD
        257392.97000000
        0.079882324625
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2043-09-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        
        67091TAD7
        
          
          
        
        200000.00000000
        PA
        USD
        151611.00000000
        0.047052719111
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2031-06-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EyeCare Partners LLC
        254900ZAACWK09RJ8W93
        
        30233PAB6
        
          
          
        
        58740.58120000
        PA
        USD
        54500.39000000
        0.016914284201
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-18
          Floating
          6.00043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDU5
        
          
          
        
        160000.00000000
        PA
        USD
        166040.85000000
        0.051531046402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON CORP
        0NZWDMRCE180888QQE14
        
        278062AC8
        
          
          
        
        220000.00000000
        PA
        USD
        219890.16000000
        0.068243266873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023BY0
        
          
          
        
        20000.00000000
        PA
        USD
        14607.73000000
        0.004533532636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2F0
        
          
          
        
        200000.00000000
        PA
        USD
        191570.87000000
        0.059454329409
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-08-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEN7
        
          
          
        
        4990000.00000000
        PA
        USD
        4923141.78000000
        1.527905015609
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-04-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        
        019576AA5
        
          
          
        
        10000.00000000
        PA
        USD
        9195.70000000
        0.002853900370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BC7
        
          
          
        
        30000.00000000
        PA
        USD
        30223.57000000
        0.009379933842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-10-23
          Fixed
          6.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXG89
        
          
        
        168495.75000000
        PA
        USD
        174547.63000000
        0.054171139336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136APB68
        
          
        
        216450.67000000
        PA
        USD
        7282.16000000
        0.002260030136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-08-25
          Variable
          0.94720300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175JAA8
        
          
        
        358430.75000000
        PA
        USD
        350457.03000000
        0.108764906196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-10-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CM5
        
          
          
        
        40000.00000000
        PA
        USD
        35630.08000000
        0.011057852966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CH6
        
          
          
        
        20000.00000000
        PA
        USD
        18651.58000000
        0.005788548025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRTA6
        
          
        
        92560.85000000
        PA
        USD
        83916.64000000
        0.026043664976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LBH3
        
          
          
        
        100000.00000000
        PA
        USD
        74895.71000000
        0.023244004757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6275.33000000
        0.001947558817
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -230822.98000000
            EUR
            248465.49000000
            USD
            2022-07-19
            6275.33000000
          
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BT6
        
          
          
        
        220000.00000000
        PA
        USD
        192722.79000000
        0.059811829644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-12
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHD4
        
          
          
        
        861000.00000000
        PA
        USD
        802597.78000000
        0.249087519388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QPK89
        
          
        
        299791.46000000
        PA
        USD
        302518.73000000
        0.093887177241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DM3S2
        
          
        
        96809.95000000
        PA
        USD
        90355.62000000
        0.028042012835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H042687
        
          
        
        1000000.00000000
        PA
        USD
        1011171.87000000
        0.313818825631
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGCY3
        
          
        
        86181.74000000
        PA
        USD
        75458.85000000
        0.023418776167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UCC4
        
          
        
        23735.33000000
        PA
        USD
        24168.39000000
        0.007500698933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TF5
        
          
          
        
        3020000.00000000
        PA
        USD
        2561809.38000000
        0.795061685332
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        109570.00000000
        0.034005226751
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2026-11-20
            0.00000000
            USD
            -6059.69000000
            USD
            -3530000.00000000
            USD
            115629.69000000
          
        
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        
        404030AJ7
        
          
          
        
        1120000.00000000
        PA
        USD
        908611.20000000
        0.281988955783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QBN1
        
          
        
        67109.31000000
        PA
        USD
        67786.38000000
        0.021037612691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-04-20
          Floating
          2.05329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        21656.13000000
        0.006721014978
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-08-15
            11361.94000000
            USD
            0.00000000
            USD
            -113000.00000000
            USD
            10294.19000000
          
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CH3
        
          
          
        
        80000.00000000
        PA
        USD
        63232.38000000
        0.019624271424
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2050-04-06
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWC9
        
          
        
        197255.39000000
        PA
        USD
        186883.07000000
        0.057999463095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKP3
        
          
          
        
        70000.00000000
        PA
        USD
        68976.67000000
        0.021407021118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-27
          Fixed
          4.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CL6
        
          
          
        
        70000.00000000
        PA
        USD
        59616.36000000
        0.018502033767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KRRC5
        
          
        
        81555.30000000
        PA
        USD
        73629.73000000
        0.022851105816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DJ1
        
          
          
        
        70000.00000000
        PA
        USD
        69094.90000000
        0.021443713990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -13098.32000000
        -0.00406508480
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -11450000.00000000
            MXN
            554328.88000000
            USD
            2022-07-19
            -13098.32000000
          
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        
        443628AH5
        
          
          
        
        10000.00000000
        PA
        USD
        8123.90000000
        0.002521265507
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        
        845467AS8
        
          
          
        
        20000.00000000
        PA
        USD
        18440.60000000
        0.005723070041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        45120000.00000000
        PA
        
        2026322.05000000
        0.628872326206
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-11-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMCQ5
        
          
        
        1612009.75000000
        PA
        USD
        1505651.76000000
        0.467281459414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        
        15135BAT8
        
          
          
        
        80000.00000000
        PA
        USD
        74834.80000000
        0.023225101240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAT9
        
          
          
        
        40000.00000000
        PA
        USD
        39303.27000000
        0.012197833425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBM3
        
          
          
        
        310000.00000000
        PA
        USD
        254028.90000000
        0.078838280058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D4VD2
        
          
        
        98902.07000000
        PA
        USD
        93703.04000000
        0.029080890047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140AS9
        
          
          
        
        40000.00000000
        PA
        USD
        40305.39000000
        0.012508842988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-29
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DB8
        
          
          
        
        100000.00000000
        PA
        USD
        103176.50000000
        0.032020993684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6CG4
        
          
        
        47505.09000000
        PA
        USD
        46150.82000000
        0.014322981645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411BG9
        
          
          
        
        40000.00000000
        PA
        USD
        31683.78000000
        0.009833112377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AT4
        
          
          
        
        20000.00000000
        PA
        USD
        17894.36000000
        0.005553543573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        
        00817YAV0
        
          
          
        
        30000.00000000
        PA
        USD
        29642.89000000
        0.009199718864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        
        845467AT6
        
          
          
        
        50000.00000000
        PA
        USD
        42847.00000000
        0.013297635763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4KF2
        
          
        
        26881.74000000
        PA
        USD
        26063.06000000
        0.008088712833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN SECURITIES EXCHANGE TRADE24
        N/A
        
        000000000
        
          
          
        
        31.00000000
        NC
        
        -18352.64000000
        -0.00569577151
        N/A
        DIR
        CORP
        AU
        N
        
        1
        
          
            
              AUSTRALIAN SECURITIES EXCHANGE TRADE24
              N/A
            
            Long
            
              
                AUSTRALIAN GOVERNMENT
                Australia Government Bond
                
                  
                  
                  
                
              
            
            2022-09-15
            2676405.64000000
            USD
            -18352.64000000
          
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017BT5
        
          
          
        
        260000.00000000
        PA
        USD
        248395.54000000
        0.077089957669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAC4
        
          
          
        
        10000.00000000
        PA
        USD
        8652.56000000
        0.002685335993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZP6
        
          
          
        
        30000.00000000
        PA
        USD
        29749.05000000
        0.009232665792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-19
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBD4
        
          
          
        
        13000.00000000
        PA
        USD
        12368.28000000
        0.003838515706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBX62
        
          
        
        181369.67000000
        PA
        USD
        164427.48000000
        0.051030334412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        
        000000000
        
          
          
        
        173499.66400000
        PA
        USD
        51995.17000000
        0.016136785122
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2037-09-01
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBS76
        
          
        
        85214.98000000
        PA
        USD
        77055.62000000
        0.023914336320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADT SEC CORP
        5493009JEEDYLVRA0J13
        
        00109LAA1
        
          
          
        
        10000.00000000
        PA
        USD
        8143.80000000
        0.002527441504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmWINS Group Inc
        549300SJE7MUB8NMRG61
        
        03234TAW8
        
          
          
        
        98750.42930000
        PA
        USD
        93593.68000000
        0.029046949994
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-19
          Floating
          3.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVLE3
        
          
        
        714289.33000000
        PA
        USD
        651131.90000000
        0.202079838503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGR4
        
          
        
        96357.19000000
        PA
        USD
        87406.36000000
        0.027126705223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        
        609207AU9
        
          
          
        
        160000.00000000
        PA
        USD
        149522.20000000
        0.046404456652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE & COMPANY
        PWFTNG3EI0Y73OXWDH08
        
        244199BK0
        
          
          
        
        100000.00000000
        PA
        USD
        91488.86000000
        0.028393715702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKN87
        
          
        
        262486.25000000
        PA
        USD
        236637.36000000
        0.073440787485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12973.54000000
        0.004026359126
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2527208.19000000
            BRL
            493059.44000000
            USD
            2022-07-19
            12973.54000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XBE4
        
          
          
        
        30000.00000000
        PA
        USD
        23571.45000000
        0.007315437639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        -1200000.00000000
        PA
        USD
        -1204921.87000000
        -0.37394945156
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XJ70
        
          
        
        280453.89000000
        PA
        USD
        281912.11000000
        0.087491879388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          3.77357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89115A2E1
        
          
          
        
        280000.00000000
        PA
        USD
        277133.07000000
        0.086008696593
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-06-08
          Fixed
          4.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBG8
        
          
          
        
        40000.00000000
        PA
        USD
        31359.41000000
        0.009732443623
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hildene Community Funding CLO
        549300845E8YWIPN4S43
        
        43133KAC9
        
          
        
        320000.00000000
        PA
        USD
        280800.00000000
        0.087146734251
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-11-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        
        04649VAY6
        
          
          
        
        69125.00000000
        PA
        USD
        62730.94000000
        0.019468648709
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          4.61285500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216BK6
        
          
          
        
        10000.00000000
        PA
        USD
        9192.29000000
        0.002852842071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2014-2 B PTT
        N/A
        
        90932QAB2
        
          
          
        
        27976.34000000
        PA
        USD
        27986.10000000
        0.008685531408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-03
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375CWH9
        
          
        
        205023.65000000
        PA
        USD
        31864.71000000
        0.009889264296
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-16
          Floating
          5.09071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        
        34528PAK2
        
          
        
        280000.00000000
        PA
        USD
        278443.62000000
        0.086415427906
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        
        92328MAC7
        
          
          
        
        60000.00000000
        PA
        USD
        49678.50000000
        0.015417802840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AQPP6
        
          
        
        187918.30000000
        PA
        USD
        170578.42000000
        0.052939288592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDV1
        
          
          
        
        50000.00000000
        PA
        USD
        43306.19000000
        0.013440146123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FQ6
        
          
          
        
        190000.00000000
        PA
        USD
        157355.93000000
        0.048835667430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-06
          Fixed
          2.89100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WNF1
        
          
        
        1885299.13000000
        PA
        USD
        1781075.38000000
        0.552759625435
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138YK2P7
        
          
        
        35512.37000000
        PA
        USD
        34767.42000000
        0.010790125040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J5W39
        
          
        
        172980.46000000
        PA
        USD
        164288.52000000
        0.050987207952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAL4
        
          
          
        
        100000.00000000
        PA
        USD
        83818.86000000
        0.026013318795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFHS3
        
          
        
        96982.24000000
        PA
        USD
        91755.12000000
        0.028476349924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAN9
        
          
          
        
        70000.00000000
        PA
        USD
        64183.27000000
        0.019919381674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAK1
        
          
          
        
        200000.00000000
        PA
        USD
        160561.00000000
        0.049830366090
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-08
          Variable
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        24.00000000
        NC
        
        -105537.79000000
        -0.03275382385
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                FRANCE (GOVT OF)
                French Republic Government Bond OAT
                
                  
                  
                  
                
              
            
            2022-09-08
            3692440.97000000
            USD
            -105537.79000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XARA2
        
          
        
        81596.79000000
        PA
        USD
        74120.48000000
        0.023003410872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BR6
        
          
          
        
        300000.00000000
        PA
        USD
        267164.68000000
        0.082914990631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-03
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CM8
        
          
          
        
        71000.00000000
        PA
        USD
        70394.89000000
        0.021847167989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-26
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MR9
        
          
          
        
        90000.00000000
        PA
        USD
        88229.28000000
        0.027382099776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          1.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -63.00000000
        NC
        USD
        -45281.25000000
        -0.01405310918
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            96.50000000
            USD
            2022-12-19
            XXXX
            -3676.05000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDJ7
        
          
          
        
        10000.00000000
        PA
        USD
        8675.00000000
        0.002692300283
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FleetCor Technologies Operating Company LLC
        549300FKKKZCXLK48427
        
        33903RAY5
        
          
          
        
        89100.66250000
        PA
        USD
        85926.45000000
        0.026667412761
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-28
          Floating
          3.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAS8
        
          
          
        
        240000.00000000
        PA
        USD
        254674.80000000
        0.079038736168
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-17
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAP8
        
          
          
        
        70000.00000000
        PA
        USD
        66605.10000000
        0.020671000532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKLU1
        
          
        
        51860.12000000
        PA
        USD
        51367.52000000
        0.015941992929
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378KZQ5
        
          
        
        2684862.11000000
        PA
        USD
        36263.63000000
        0.011254476234
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2054-10-16
          Variable
          0.21536000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638BM3
        
          
          
        
        120000.00000000
        PA
        USD
        124656.82000000
        0.038687445744
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2050-11-18
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFBF7
        
          
        
        88350.68000000
        PA
        USD
        83581.96000000
        0.025939796496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BC9
        
          
          
        
        130000.00000000
        PA
        USD
        126516.15000000
        0.039264491818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BG3
        
          
          
        
        8000.00000000
        PA
        USD
        7407.31000000
        0.002298870641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.68500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AQ3
        
          
          
        
        90000.00000000
        PA
        USD
        91652.86000000
        0.028444613368
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764BX7
        
          
          
        
        40000.00000000
        PA
        USD
        36797.80000000
        0.011420256757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          1.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BP8
        
          
          
        
        60000.00000000
        PA
        USD
        49388.43000000
        0.015327779146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        
        87612BBG6
        
          
          
        
        20000.00000000
        PA
        USD
        19070.20000000
        0.005918467419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LBJ4
        
          
          
        
        170000.00000000
        PA
        USD
        163583.13000000
        0.050768289024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        670857AA9
        
          
        
        213583.91000000
        PA
        USD
        186095.53000000
        0.057755048782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-05-25
          Variable
          1.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y7SZ1
        
          
        
        17840.94000000
        PA
        USD
        18572.47000000
        0.005763996109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F040685
        
          
        
        1600000.00000000
        PA
        USD
        1575531.25000000
        0.488968672180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        
        87612GAA9
        
          
          
        
        80000.00000000
        PA
        USD
        72570.61000000
        0.022522406211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEK3
        
          
          
        
        3280000.00000000
        PA
        USD
        3251876.56000000
        1.009225150969
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AK72
        
          
        
        361638.19000000
        PA
        USD
        363953.37000000
        0.112953517148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UFC Holdings LLC
        549300JEOTH7UMZ3C491
        
        90266UAJ2
        
          
          
        
        175752.79780000
        PA
        USD
        164240.99000000
        0.050972456939
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9HZ9
        
          
        
        55522.75000000
        PA
        USD
        56652.45000000
        0.017582179504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYV30
        
          
        
        19195.91000000
        PA
        USD
        16448.03000000
        0.005104672718
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAD9
        
          
          
        
        40000.00000000
        PA
        USD
        32864.39000000
        0.010199516601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MORTGAGE FUNDING C
        549300TC8R2SGZ2KM445
        
        16678RBU0
        
          
          
        
        278623.49000000
        PA
        USD
        261434.54000000
        0.081136632412
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          1.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        509.04000000
        0.000157981387
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -130646.75000000
            USD
            125000.00000000
            EUR
            2022-07-19
            509.04000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CN4
        
          
          
        
        290000.00000000
        PA
        USD
        234166.32000000
        0.072673896223
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2049-10-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TZ65
        
          
        
        67972.94000000
        PA
        USD
        69594.57000000
        0.021598787382
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grifols Worldwide Operations USA Inc
        N/A
        
        39843PAG8
        
          
          
        
        499903.54810000
        PA
        USD
        473723.60000000
        0.147020885604
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Floating
          3.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63940HAC7
        
          
        
        306787.98000000
        PA
        USD
        305577.67000000
        0.094836524218
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2065-06-25
          Floating
          2.97357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MEY6
        
          
          
        
        150000.00000000
        PA
        USD
        149797.58000000
        0.046489921281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JAHF8
        
          
        
        26720.76000000
        PA
        USD
        27214.47000000
        0.008446054789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JT9
        
          
          
        
        10000.00000000
        PA
        USD
        9999.07000000
        0.003103227550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NE7
        
          
          
        
        660000.00000000
        PA
        USD
        536179.68000000
        0.166404231067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-03
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AL4
        
          
          
        
        70000.00000000
        PA
        USD
        69167.59000000
        0.021466273449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCT6
        
          
          
        
        270000.00000000
        PA
        USD
        269509.72000000
        0.083642777588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDV3
        
          
          
        
        10000.00000000
        PA
        USD
        10790.58000000
        0.003348873958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAD3
        
          
        
        190000.00000000
        PA
        USD
        173211.07000000
        0.053756335778
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8HP5
        
          
        
        50373.45000000
        PA
        USD
        48888.83000000
        0.015172727478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAQ6
        
          
          
        
        370000.00000000
        PA
        USD
        333817.64000000
        0.103600844592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UKY7
        
          
          
        
        30134.71000000
        PA
        USD
        30843.01000000
        0.009572178048
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGE4
        
          
          
        
        220000.00000000
        PA
        USD
        198337.53000000
        0.061554373286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-11-04
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CL7
        
          
          
        
        70000.00000000
        PA
        USD
        54153.67000000
        0.016806679089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H042679
        
          
        
        500000.00000000
        PA
        USD
        507500.00000000
        0.157503445984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAJ3
        
          
          
        
        50000.00000000
        PA
        USD
        47268.25000000
        0.014669777853
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AN8
        
          
          
        
        310000.00000000
        PA
        USD
        298366.48000000
        0.092598519736
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-27
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F020679
        
          
        
        -1400000.00000000
        PA
        USD
        -1215375.00000000
        -0.37719359736
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F042699
        
          
        
        1100000.00000000
        PA
        USD
        1100056.91000000
        0.341404441584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        4720000.00000000
        PA
        USD
        4276762.50000000
        1.327300160410
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley ReRemic Trust
        N/A
        
        61690TAT0
        
          
        
        3953.55000000
        PA
        USD
        3957.36000000
        0.001228173077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-26
          Floating
          1.52570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        04650NAB0
        
          
          
        
        20000.00000000
        PA
        USD
        19789.18000000
        0.006141604026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        64072UAK8
        
          
          
        
        39099.99990000
        PA
        USD
        36440.42000000
        0.011309343296
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-04-15
          Floating
          3.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFD1
        
          
          
        
        40000.00000000
        PA
        USD
        34658.50000000
        0.010756321542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UH54
        
          
          
        
        42376.16000000
        PA
        USD
        43149.33000000
        0.013391464368
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TC2
        
          
          
        
        2120000.00000000
        PA
        USD
        1684571.89000000
        0.522809611200
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFC8
        
          
          
        
        150000.00000000
        PA
        USD
        147683.16000000
        0.045833707613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-21
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAL0
        
          
          
        
        20000.00000000
        PA
        USD
        19391.82000000
        0.006018282707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BSJ6
        
          
        
        21555.41000000
        PA
        USD
        21177.33000000
        0.006572418624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36189EBF2
        
          
        
        91022.30000000
        PA
        USD
        91704.71000000
        0.028460705099
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBME9
        
          
        
        600000.00000000
        PA
        USD
        503684.10000000
        0.156319175246
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAH4
        
          
          
        
        160000.00000000
        PA
        USD
        149817.75000000
        0.046496181073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBK5
        
          
          
        
        100000.00000000
        PA
        USD
        99632.94000000
        0.030921244105
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNHU0
        
          
        
        1600000.00000000
        PA
        USD
        1619579.23000000
        0.502639034030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -40.00000000
        NC
        USD
        -4375.00000000
        -0.00135778832
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            115.00000000
            USD
            2022-07-22
            XXXX
            13680.80000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGFQ7
        
          
        
        491280.71000000
        PA
        USD
        463004.94000000
        0.143694332133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BQ8
        
          
          
        
        20000.00000000
        PA
        USD
        19948.38000000
        0.006191012003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGU8
        
          
          
        
        170000.00000000
        PA
        USD
        156016.58000000
        0.048419997991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MMRT7
        
          
        
        492519.33000000
        PA
        USD
        453444.20000000
        0.140727141008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        
        84859BAA9
        
          
          
        
        60000.00000000
        PA
        USD
        61687.80000000
        0.019144908522
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFT6
        
          
          
        
        190000.00000000
        PA
        USD
        139695.85000000
        0.043354833034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379XGR5
        
          
        
        929477.25000000
        PA
        USD
        187415.70000000
        0.058164765678
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-11-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVXR6
        
          
        
        87999.04000000
        PA
        USD
        76768.87000000
        0.023825342993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BT0
        
          
          
        
        310000.00000000
        PA
        USD
        246252.96000000
        0.076425004500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAR4
        
          
          
        
        160000.00000000
        PA
        USD
        136395.55000000
        0.042330579590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -49564.91000000
        -0.01538254999
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1057351.93000000
            EUR
            10435824.87000000
            NOK
            2022-07-19
            -49564.91000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QCYS9
        
          
        
        623401.80000000
        PA
        USD
        581775.57000000
        0.180554989290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMT95
        
          
        
        96113.14000000
        PA
        USD
        86984.34000000
        0.026995730633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        
        683720AA4
        
          
          
        
        10000.00000000
        PA
        USD
        8665.65000000
        0.002689398495
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFS4
        
          
        
        137419.85000000
        PA
        USD
        135905.10000000
        0.042178367639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Floating
          2.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4H36
        
          
        
        91235.95000000
        PA
        USD
        79781.50000000
        0.024760317587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        
        000000000
        
          
        
        200000.00000000
        PA
        USD
        190458.00000000
        0.059108948404
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-04-13
          Floating
          4.35700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GEU9
        
          
          
        
        90000.00000000
        PA
        USD
        90169.94000000
        0.027984386747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        426.00000000
        NC
        USD
        -1111343.30000000
        -0.34490719097
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2022-12-19
            103681493.30000000
            USD
            -1111343.30000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFUJ8
        
          
        
        97815.74000000
        PA
        USD
        85308.73000000
        0.026475702359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        
        969457BD1
        
          
          
        
        160000.00000000
        PA
        USD
        187906.89000000
        0.058317207289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691JBA1
        
          
        
        250000.00000000
        PA
        USD
        229207.25000000
        0.071134840826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Variable
          4.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINTAS CORPORATION NO. 2
        549300QVUQTTKMTE0G41
        
        17252MAN0
        
          
          
        
        160000.00000000
        PA
        USD
        158150.78000000
        0.049082350414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHS45
        
          
        
        49256.21000000
        PA
        USD
        46675.71000000
        0.014485882105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Franklin Mtg Loan Asset
        N/A
        
        32028GAB1
        
          
        
        148729.92000000
        PA
        USD
        138387.05000000
        0.042948644836
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          1.74357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        
        45174UAF5
        
          
          
        
        164138.03810000
        PA
        USD
        152922.49000000
        0.047459742154
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-01
          Floating
          4.66614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BW9
        
          
          
        
        30000.00000000
        PA
        USD
        22399.39000000
        0.006951686922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-12
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        
        52729KAP1
        
          
          
        
        235410.47000000
        PA
        USD
        218736.35000000
        0.067885180073
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-01
          Floating
          3.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDXB7
        
          
        
        162324.21000000
        PA
        USD
        158639.11000000
        0.049233904419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F040685
        
          
        
        -1500000.00000000
        PA
        USD
        -1477060.55000000
        -0.45840813113
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XAY1
        
          
          
        
        30000.00000000
        PA
        USD
        23490.15000000
        0.007290206052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -46920.26000000
        -0.01456177859
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-11-18
            29185.19000000
            USD
            0.00000000
            USD
            3110000.00000000
            USD
            -76105.45000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBC8
        
          
          
        
        240000.00000000
        PA
        USD
        222547.20000000
        0.069067883535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFH Parent LLC
        549300FRO9M476YHHY64
        
        000000000
        
          
        
        80000.00000000
        PA
        USD
        76033.60000000
        0.023597150759
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-13
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        
        91911TAH6
        
          
          
        
        149000.00000000
        PA
        USD
        160271.11000000
        0.049740398259
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2036-11-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UGD8
        
          
        
        103068.48000000
        PA
        USD
        105029.84000000
        0.032596180751
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-11-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -57792.20000000
        -0.01793590276
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-10-20
            1784.20000000
            USD
            0.00000000
            USD
            2220000.00000000
            USD
            -59576.40000000
          
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        
        880451AZ2
        
          
          
        
        380000.00000000
        PA
        USD
        328615.10000000
        0.101986227886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds Consumer Products LLC
        549300DWNZYMOSR1X343
        
        76171JAB7
        
          
          
        
        208262.54430000
        PA
        USD
        200736.98000000
        0.062299046476
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-04
          Floating
          3.41614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F050676
        
          
        
        700000.00000000
        PA
        USD
        714656.25000000
        0.221794723289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDZ2
        
          
          
        
        30000.00000000
        PA
        USD
        22530.13000000
        0.006992262292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172AP4
        
          
          
        
        10000.00000000
        PA
        USD
        8678.23000000
        0.002693302719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBN0
        
          
          
        
        120000.00000000
        PA
        USD
        112045.16000000
        0.034773396661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAH96
        
          
        
        88844.18000000
        PA
        USD
        77533.31000000
        0.024062588184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89177HAA0
        
          
        
        644957.34000000
        PA
        USD
        638228.37000000
        0.198075207094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-25
          Floating
          2.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JU6
        
          
          
        
        275000.00000000
        PA
        USD
        252055.46000000
        0.078225819762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-30
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAC5
        
          
        
        448994.29000000
        PA
        USD
        410752.05000000
        0.127477563192
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HTWQ8
        
          
        
        57559.51000000
        PA
        USD
        56410.61000000
        0.017507124069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        
        87612KAA0
        
          
          
        
        190000.00000000
        PA
        USD
        190988.31000000
        0.059273530971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DC6
        
          
          
        
        10000.00000000
        PA
        USD
        9949.20000000
        0.003087750314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBS9
        
          
          
        
        80000.00000000
        PA
        USD
        78002.55000000
        0.024208217577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMERON LNG LLC
        549300C39FLHGVD73K22
        
        133434AA8
        
          
          
        
        20000.00000000
        PA
        USD
        17633.97000000
        0.005472731116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.90200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370DA5
        
          
          
        
        2170000.00000000
        PA
        USD
        1630483.75000000
        0.506023269452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        26442CAH7
        
          
          
        
        110000.00000000
        PA
        USD
        114433.37000000
        0.035514581498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        
        000000000
        
          
          
        
        191274.08360000
        PA
        USD
        179080.36000000
        0.055577879425
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-30
          Floating
          4.91614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAD4
        
          
          
        
        220000.00000000
        PA
        USD
        216929.11000000
        0.067324300215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CV9
        
          
          
        
        110000.00000000
        PA
        USD
        109309.90000000
        0.033924504296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAM2
        
          
          
        
        120000.00000000
        PA
        USD
        105413.54000000
        0.032715262666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBG6
        
          
          
        
        10000.00000000
        PA
        USD
        9454.33000000
        0.002934166609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-19
          Fixed
          4.32700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CW3
        
          
          
        
        470000.00000000
        PA
        USD
        432533.23000000
        0.134237387641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CP2
        
          
          
        
        40000.00000000
        PA
        USD
        32805.52000000
        0.010181246201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-08-18
      Legg Mason Partners Variable Income Trust
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer